+210.5%
ICE vs PBF
+367.4%
-156.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -5.3% | +2.3% | -7.7% | -5.5% |
| 30D | +3.0% | +11.6% | -8.5% | +2.2% |
| 3M | +11.4% | +81.7% | -70.3% | +6.5% |
| 6M | -2.0% | +96.4% | -98.5% | -7.2% |
| YTD | -3.1% | +189.5% | -192.6% | -11.2% |
| 1Y | -8.4% | +180.7% | -189.1% | -16.2% |
| 3Y | +40.7% | +56.6% | -15.9% | +32.2% |
| 5Y | +40.0% | +802.0% | -762.0% | +9.2% |
| All | +210.5% | +367.4% | -156.9% | +127.4% |
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