+170.0%
PBF vs IAG
+119.5%
+50.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.6% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | +22.0% | +28.9% | -6.9% | +25.9% |
| 3M | +74.5% | +19.1% | +55.4% | +79.3% |
| 6M | +67.7% | -10.3% | +77.9% | +75.7% |
| YTD | +179.2% | +24.2% | +155.0% | +185.6% |
| 1Y | +170.0% | +116.5% | +53.5% | +271.5% |
| All | +170.0% | +119.5% | +50.5% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling