+82.9%
ROKU vs PBF
+56.6%
+26.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -2.6% | +2.3% | -5.0% | -2.9% |
| 30D | +2.1% | +11.6% | -9.4% | +0.5% |
| 3M | +31.8% | +81.7% | -49.9% | +19.9% |
| 6M | +53.3% | +96.4% | -43.2% | +34.9% |
| YTD | +42.1% | +189.5% | -147.4% | +13.5% |
| 1Y | +62.3% | +180.7% | -118.4% | +28.8% |
| All | +82.9% | +56.6% | +26.3% | +37.3% |
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