+40.6%
ICE vs PBF
+735.5%
-694.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.4% | -2.3% |
| 7D | -1.2% | +2.4% | -3.5% | -1.2% |
| 30D | +5.0% | +24.9% | -19.9% | +4.2% |
| 3M | +13.9% | +81.9% | -68.0% | +11.6% |
| 6M | -4.4% | +79.4% | -83.8% | -6.4% |
| YTD | -1.9% | +188.3% | -190.2% | -5.7% |
| 1Y | -8.1% | +177.3% | -185.4% | -11.7% |
| 3Y | +42.5% | +56.0% | -13.5% | +38.2% |
| 5Y | +40.6% | +804.0% | -763.4% | +31.5% |
| All | +40.6% | +735.5% | -694.9% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling