+38.9%
IGV vs PBF
+55.5%
-16.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | -3.0% | +15.8% | -18.9% | -4.2% |
| 3M | +9.6% | +90.3% | -80.7% | +3.5% |
| 6M | +16.1% | +102.8% | -86.7% | +8.2% |
| YTD | -3.6% | +187.3% | -191.0% | -13.7% |
| 1Y | -7.8% | +161.8% | -169.7% | -17.1% |
| All | +38.9% | +55.5% | -16.6% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling