+804.0%
PBF vs IAG
+766.8%
+37.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | +2.4% | +4.3% | -1.9% | +2.0% |
| 30D | +24.9% | +9.8% | +15.1% | +23.7% |
| 3M | +81.9% | +28.9% | +53.0% | +76.9% |
| 6M | +79.4% | -7.6% | +86.9% | +79.1% |
| YTD | +188.3% | +22.0% | +166.4% | +176.0% |
| 1Y | +177.3% | +99.5% | +77.7% | +146.9% |
| 3Y | +56.0% | +818.3% | -762.3% | +5.1% |
| 5Y | +804.0% | +785.9% | +18.1% | +407.7% |
| All | +804.0% | +766.8% | +37.2% | +407.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling