+281.9%
PBF vs IAG
+68.5%
+213.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.4% | -4.9% |
| 7D | -15.3% | +16.8% | -32.1% | -16.0% |
| 30D | -21.8% | -1.5% | -20.3% | -21.8% |
| 3M | -0.2% | +0.5% | -0.7% | -0.5% |
| 6M | +63.6% | -1.0% | +64.6% | +62.7% |
| YTD | +147.5% | +12.3% | +135.2% | +142.3% |
| 1Y | +69.8% | +39.2% | +30.6% | +63.8% |
| 3Y | +65.3% | +712.3% | -647.0% | +39.8% |
| 5Y | +393.4% | +484.2% | -90.8% | +312.4% |
| 10Y | +240.3% | +382.3% | -142.0% | +184.7% |
| All | +281.9% | +68.5% | +213.4% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling