+330.8%
PBF vs IBB
+365.8%
-35.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | +4.3% | +1.4% | +2.9% | +3.4% |
| 30D | +22.0% | +10.5% | +11.5% | +14.6% |
| 3M | +74.5% | +23.6% | +50.9% | +52.4% |
| 6M | +67.7% | +22.6% | +45.1% | +44.2% |
| YTD | +179.2% | +25.7% | +153.5% | +135.6% |
| 1Y | +170.0% | +51.4% | +118.6% | +101.3% |
| 3Y | +66.4% | +64.4% | +2.0% | +15.8% |
| 5Y | +764.5% | +22.1% | +742.4% | +616.5% |
| 10Y | +358.5% | +132.5% | +226.1% | +149.2% |
| All | +330.8% | +365.8% | -35.0% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling