+362.2%
PBF vs IAG
+401.0%
-38.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +1.3% |
| 30D | +15.8% | +11.4% | +4.4% | +15.0% |
| 3M | +90.3% | +33.0% | +57.2% | +86.6% |
| 6M | +102.8% | -6.0% | +108.8% | +102.2% |
| YTD | +187.3% | +24.6% | +162.8% | +179.6% |
| 1Y | +161.8% | +105.0% | +56.9% | +144.6% |
| 3Y | +55.5% | +837.9% | -782.4% | +27.0% |
| 5Y | +801.9% | +817.0% | -15.1% | +615.0% |
| 10Y | +362.2% | +425.3% | -63.1% | +283.6% |
| All | +362.2% | +401.0% | -38.7% | +283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling