+990.2%
IBKR vs PBF
+374.8%
+615.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.0% |
| 7D | -1.3% | +5.3% | -6.7% | -2.0% |
| 30D | -0.2% | +11.7% | -12.0% | -1.7% |
| 3M | +3.0% | +91.1% | -88.1% | -5.2% |
| 6M | +33.9% | +88.4% | -54.6% | +22.2% |
| YTD | +42.5% | +194.1% | -151.6% | +22.2% |
| 1Y | +44.9% | +180.4% | -135.5% | +24.2% |
| 3Y | +293.0% | +59.3% | +233.7% | +249.7% |
| 5Y | +497.7% | +816.3% | -318.6% | +305.8% |
| All | +990.2% | +374.8% | +615.4% | +626.3% |
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 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