+18.5%
ICE vs PBF
+90.5%
-72.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +3.6% | +6.5% | -2.8% | +3.6% |
| 30D | +15.1% | -20.0% | +35.1% | +15.0% |
| 3M | +15.4% | -3.3% | +18.7% | +15.3% |
| 6M | +16.1% | +76.8% | -60.7% | +17.0% |
| YTD | +11.4% | +168.9% | -157.6% | +13.7% |
| 1Y | +18.5% | +96.4% | -77.9% | +24.5% |
| All | +18.5% | +90.5% | -72.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling