+718.6%
PBF vs IBB
+22.5%
+696.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | +22.0% | +10.5% | +11.5% | +18.9% |
| 3M | +74.5% | +23.6% | +50.9% | +64.9% |
| 6M | +67.7% | +22.6% | +45.1% | +57.7% |
| YTD | +179.2% | +25.7% | +153.5% | +159.5% |
| 1Y | +170.0% | +51.4% | +118.6% | +133.1% |
| 3Y | +66.4% | +64.4% | +2.0% | +38.2% |
| All | +718.6% | +22.5% | +696.1% | +672.5% |
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