+550.6%
ROKU vs PBF
+252.3%
+298.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | +0.7% | +15.8% | -15.1% | -0.8% |
| 3M | +26.5% | +90.3% | -63.8% | +18.4% |
| 6M | +52.6% | +102.8% | -50.2% | +40.7% |
| YTD | +40.9% | +187.3% | -146.4% | +24.8% |
| 1Y | +57.6% | +161.8% | -104.2% | +40.3% |
| 3Y | +83.2% | +55.5% | +27.7% | +66.5% |
| 5Y | -54.8% | +801.9% | -856.7% | -65.2% |
| All | +550.6% | +252.3% | +298.4% | +773.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling