+59.6%
PBF vs IBB
+68.6%
-9.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +4.3% | +1.4% | +2.9% | +4.0% |
| 30D | +22.0% | +10.5% | +11.5% | +19.1% |
| 3M | +74.5% | +23.6% | +50.9% | +65.3% |
| 6M | +67.7% | +22.6% | +45.1% | +58.3% |
| YTD | +179.2% | +25.7% | +153.5% | +159.1% |
| 1Y | +170.0% | +51.4% | +118.6% | +125.4% |
| All | +59.6% | +68.6% | -9.0% | +22.0% |
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