+179.3%
IJH vs PBF
+374.8%
-195.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.9% | +5.3% | -7.2% | -2.6% |
| 30D | -4.6% | +11.7% | -16.4% | -6.3% |
| 3M | -1.2% | +91.1% | -92.2% | -10.8% |
| 6M | +9.4% | +88.4% | -79.0% | -2.2% |
| YTD | +13.3% | +194.1% | -180.7% | -6.3% |
| 1Y | +13.4% | +180.4% | -167.0% | -6.4% |
| 3Y | +50.4% | +59.3% | -8.9% | +30.9% |
| 5Y | +49.0% | +816.3% | -767.3% | -8.5% |
| All | +179.3% | +374.8% | -195.5% | +65.3% |
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