+250.9%
PBF vs IAG
+389.3%
-138.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +6.5% | -7.7% | +14.1% | +6.8% |
| 30D | -20.0% | +1.6% | -21.6% | -20.1% |
| 3M | -3.3% | -2.4% | -0.9% | -3.5% |
| 6M | +76.8% | -7.8% | +84.6% | +76.4% |
| YTD | +168.9% | +5.0% | +163.9% | +163.8% |
| 1Y | +96.4% | +25.7% | +70.7% | +89.9% |
| 3Y | +77.2% | +694.5% | -617.3% | +47.0% |
| 5Y | +417.7% | +421.7% | -3.9% | +320.2% |
| All | +250.9% | +389.3% | -138.3% | +199.6% |
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