+51.9%
ROK vs PBF
+62.4%
-10.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.3% | -1.4% |
| 7D | +2.8% | +2.4% | +0.4% | +2.5% |
| 30D | -2.4% | +24.9% | -27.3% | -4.8% |
| 3M | -4.7% | +81.9% | -86.6% | -11.1% |
| 6M | +16.8% | +79.4% | -62.6% | +7.7% |
| YTD | +11.4% | +188.3% | -176.9% | -6.2% |
| 1Y | +26.2% | +177.3% | -151.1% | +5.8% |
| 3Y | +51.9% | +56.0% | -4.1% | +26.3% |
| All | +51.9% | +62.4% | -10.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling