+395.3%
PBF vs IBB
+37.5%
+357.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -13.8% | -1.8% | -11.9% | -13.4% |
| 30D | -19.6% | +5.1% | -24.7% | -20.5% |
| 3M | +10.3% | +10.7% | -0.5% | +7.4% |
| 6M | +63.4% | +22.9% | +40.6% | +54.7% |
| YTD | +152.6% | +26.7% | +125.9% | +134.6% |
| 1Y | +87.4% | +35.1% | +52.2% | +69.6% |
| 3Y | +63.3% | +80.2% | -16.9% | +32.7% |
| All | +395.3% | +37.5% | +357.8% | +301.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling