+309.6%
IVV vs PBF
+299.9%
+9.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +2.0% |
| 7D | +0.1% | -7.4% | +7.5% | +0.8% |
| 30D | -3.3% | -17.5% | +14.2% | -1.6% |
| 3M | -2.4% | +13.1% | -15.5% | -4.2% |
| 6M | +2.6% | +72.6% | -70.0% | -4.2% |
| YTD | +11.3% | +161.2% | -149.9% | -2.0% |
| 1Y | +13.4% | +93.3% | -79.9% | +3.1% |
| 3Y | +80.3% | +80.7% | -0.4% | +60.0% |
| 5Y | +72.7% | +396.1% | -323.4% | +30.6% |
| 10Y | +309.6% | +252.3% | +57.4% | +186.9% |
| All | +309.6% | +299.9% | +9.8% | +186.9% |
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