+111.0%
PBF vs IBN
+4.2%
+106.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.8% | -10.4% | -4.3% |
| 7D | -0.9% | +8.9% | -9.8% | +4.7% |
| 30D | -13.7% | +12.6% | -26.4% | -6.5% |
| 3M | +10.6% | +3.1% | +7.6% | +12.6% |
| 6M | +61.2% | +20.6% | +40.6% | +87.9% |
| YTD | +172.7% | +5.8% | +166.9% | +195.2% |
| 1Y | +111.0% | +3.7% | +107.4% | +133.6% |
| All | +111.0% | +4.2% | +106.8% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling