+47.0%
ROK vs PBF
+817.4%
-770.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | -1.8% | +15.8% | -17.6% | -3.2% |
| 3M | -7.2% | +90.3% | -97.5% | -13.0% |
| 6M | +14.2% | +102.8% | -88.7% | +5.3% |
| YTD | +10.6% | +187.3% | -176.8% | -2.9% |
| 1Y | +25.9% | +161.8% | -135.9% | +11.2% |
| 3Y | +50.8% | +55.5% | -4.7% | +34.6% |
| 5Y | +47.0% | +801.9% | -754.9% | +16.7% |
| All | +47.0% | +817.4% | -770.3% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling