+77.2%
PBF vs IBB
+86.1%
-8.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +6.6% |
| 30D | -20.0% | +4.6% | -24.5% | -20.5% |
| 3M | -3.3% | +6.8% | -10.2% | -4.7% |
| 6M | +76.8% | +23.1% | +53.7% | +68.0% |
| YTD | +168.9% | +26.0% | +142.9% | +150.0% |
| 1Y | +96.4% | +30.4% | +66.0% | +78.9% |
| 3Y | +77.2% | +85.4% | -8.2% | +23.4% |
| All | +77.2% | +86.1% | -8.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling