+79.4%
IVV vs PBF
+75.3%
+4.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | +1.0% |
| 7D | -0.9% | -4.0% | +3.1% | -0.7% |
| 30D | -2.3% | -18.0% | +15.6% | -1.5% |
| 3M | -1.2% | +0.9% | -2.1% | -1.5% |
| 6M | +3.3% | +65.7% | -62.4% | -0.2% |
| YTD | +12.3% | +161.9% | -149.5% | +2.9% |
| 1Y | +12.5% | +77.8% | -65.3% | +7.1% |
| All | +79.4% | +75.3% | +4.1% | +59.4% |
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