+334.1%
PBF vs IBB
+122.6%
+211.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +4.7% |
| 7D | +2.4% | -1.7% | +4.0% | +3.4% |
| 30D | +24.9% | +4.9% | +20.0% | +20.6% |
| 3M | +81.9% | +24.2% | +57.6% | +56.1% |
| 6M | +79.4% | +23.8% | +55.5% | +50.7% |
| YTD | +188.3% | +23.0% | +165.4% | +142.4% |
| 1Y | +177.3% | +46.2% | +131.1% | +104.6% |
| 3Y | +56.0% | +64.8% | -8.8% | +3.0% |
| 5Y | +804.0% | +20.9% | +783.1% | +652.1% |
| 10Y | +334.1% | +121.6% | +212.5% | +107.1% |
| All | +334.1% | +122.6% | +211.5% | +107.1% |
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