+180.7%
PBF vs IAG
+94.1%
+86.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.5% |
| 7D | +2.3% | -4.1% | +6.4% | +1.8% |
| 30D | +11.6% | +10.6% | +0.9% | +12.9% |
| 3M | +81.7% | +35.4% | +46.4% | +88.1% |
| 6M | +96.4% | -9.5% | +106.0% | +105.4% |
| YTD | +189.5% | +21.8% | +167.6% | +191.6% |
| 1Y | +180.7% | +84.1% | +96.6% | +197.6% |
| All | +180.7% | +94.1% | +86.6% | +197.6% |
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 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