+559.3%
ROKU vs PBF
+260.5%
+298.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.4% | +5.3% | -5.8% | -0.9% |
| 30D | +2.1% | +11.7% | -9.7% | +0.9% |
| 3M | +29.5% | +91.1% | -61.6% | +21.3% |
| 6M | +53.8% | +88.4% | -34.6% | +43.0% |
| YTD | +42.8% | +194.1% | -151.2% | +26.2% |
| 1Y | +60.7% | +180.4% | -119.7% | +42.0% |
| 3Y | +83.9% | +59.3% | +24.6% | +66.8% |
| 5Y | -52.8% | +816.3% | -869.1% | -63.7% |
| All | +559.3% | +260.5% | +298.8% | +782.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling