+263.5%
ICE vs PBF
+257.4%
+6.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | +2.2% | +3.8% | -1.6% | +1.9% |
| 30D | +13.7% | -22.2% | +35.9% | +15.5% |
| 3M | +17.9% | +1.3% | +16.7% | +17.4% |
| 6M | +15.0% | +69.0% | -54.0% | +10.1% |
| YTD | +10.9% | +166.5% | -155.5% | +2.0% |
| 1Y | +17.0% | +88.1% | -71.1% | +10.2% |
| 3Y | +68.2% | +77.9% | -9.8% | +55.9% |
| 5Y | +40.4% | +413.0% | -372.6% | +15.5% |
| All | +263.5% | +257.4% | +6.1% | +173.7% |
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