+252.3%
PBF vs IBB
+139.6%
+112.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.7% |
| 7D | -7.4% | +2.7% | -10.1% | -8.9% |
| 30D | -17.5% | +6.3% | -23.8% | -20.7% |
| 3M | +13.1% | +11.1% | +2.1% | +4.8% |
| 6M | +72.6% | +29.2% | +43.4% | +43.7% |
| YTD | +161.2% | +30.2% | +131.0% | +111.6% |
| 1Y | +93.3% | +39.5% | +53.8% | +49.0% |
| 3Y | +80.7% | +92.3% | -11.7% | +7.9% |
| 5Y | +396.1% | +43.0% | +353.1% | +260.9% |
| 10Y | +252.3% | +137.1% | +115.2% | +81.2% |
| All | +252.3% | +139.6% | +112.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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