+306.5%
IVV vs PBF
+276.6%
+29.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -2.7% | -13.8% | +11.1% | -1.3% |
| 30D | -5.4% | -19.6% | +14.2% | -3.5% |
| 3M | -4.1% | +10.3% | -14.3% | -5.6% |
| 6M | +0.7% | +63.4% | -62.7% | -5.4% |
| YTD | +8.7% | +152.6% | -143.9% | -3.9% |
| 1Y | +11.0% | +87.4% | -76.4% | +1.2% |
| 3Y | +75.4% | +63.3% | +12.2% | +57.5% |
| 5Y | +68.3% | +412.5% | -344.1% | +26.8% |
| All | +306.5% | +276.6% | +29.9% | +183.8% |
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