+65.3%
PBF vs IAG
+708.7%
-643.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.4% | -5.2% |
| 7D | -15.3% | +16.8% | -32.1% | -15.2% |
| 30D | -21.8% | -1.5% | -20.3% | -21.6% |
| 3M | -0.2% | +0.5% | -0.7% | -0.1% |
| 6M | +63.6% | -1.0% | +64.6% | +64.0% |
| YTD | +147.5% | +12.3% | +135.2% | +143.3% |
| 1Y | +69.8% | +39.2% | +30.6% | +63.3% |
| 3Y | +65.3% | +712.3% | -647.0% | +24.5% |
| All | +65.3% | +708.7% | -643.5% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling