+76.4%
PBF vs IBB
+86.9%
-10.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.6% |
| 7D | +4.3% | +1.6% | +2.6% | +4.0% |
| 30D | -21.8% | +6.7% | -28.5% | -22.5% |
| 3M | +1.7% | +6.3% | -4.6% | +0.4% |
| 6M | +69.8% | +23.9% | +45.9% | +61.1% |
| YTD | +167.7% | +26.6% | +141.2% | +148.7% |
| 1Y | +89.0% | +29.6% | +59.3% | +73.0% |
| All | +76.4% | +86.9% | -10.5% | +22.7% |
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