+289.8%
PBF vs IBB
+369.6%
-79.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | -13.8% | -1.8% | -11.9% | -12.9% |
| 30D | -19.6% | +5.1% | -24.7% | -22.3% |
| 3M | +10.3% | +10.7% | -0.5% | +2.6% |
| 6M | +63.4% | +22.9% | +40.6% | +41.5% |
| YTD | +152.6% | +26.7% | +125.9% | +110.3% |
| 1Y | +87.4% | +35.1% | +52.2% | +49.6% |
| 3Y | +63.3% | +80.2% | -16.9% | +6.3% |
| 5Y | +412.5% | +37.8% | +374.6% | +286.0% |
| 10Y | +282.5% | +161.2% | +121.3% | +93.8% |
| All | +289.8% | +369.6% | -79.8% | +58.3% |
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