+334.9%
PBF vs IBN
+316.4%
+18.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +2.3% | -5.5% | +7.8% | +5.4% |
| 30D | +11.6% | -3.4% | +15.0% | +13.4% |
| 3M | +81.7% | +8.7% | +73.1% | +72.7% |
| 6M | +96.4% | +3.7% | +92.7% | +87.9% |
| YTD | +189.5% | -2.4% | +191.8% | +184.3% |
| 1Y | +180.7% | -8.1% | +188.8% | +184.0% |
| 3Y | +56.6% | +26.3% | +30.3% | +24.2% |
| 5Y | +802.0% | +54.9% | +747.0% | +500.6% |
| All | +334.9% | +316.4% | +18.5% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling