+8.8%
IJH vs PBF
+76.4%
-67.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -0.7% | +1.4% | -2.1% | -0.6% |
| 30D | -3.8% | +15.8% | -19.7% | -2.6% |
| 3M | 0.0% | +90.3% | -90.3% | +8.3% |
| 6M | +8.8% | +102.8% | -94.1% | +20.3% |
| All | +8.8% | +76.4% | -67.6% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling