+633.9%
ICE vs PBF
+303.9%
+330.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | +7.6% | +22.0% | -14.4% | +5.9% |
| 3M | +13.9% | +74.5% | -60.6% | +8.8% |
| 6M | -2.4% | +67.7% | -70.0% | -6.9% |
| YTD | +0.3% | +179.2% | -178.9% | -8.6% |
| 1Y | -6.4% | +170.0% | -176.4% | -14.8% |
| 3Y | +43.1% | +66.4% | -23.3% | +32.8% |
| 5Y | +42.1% | +764.5% | -722.4% | +9.2% |
| 10Y | +220.9% | +358.5% | -137.6% | +126.2% |
| All | +633.9% | +303.9% | +330.1% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling