+241.7%
PBF vs IBN
+388.7%
-147.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | -4.0% | +11.1% | -15.1% | -9.5% |
| 30D | -18.0% | +23.9% | -41.8% | -27.2% |
| 3M | +0.9% | +16.3% | -15.4% | -7.7% |
| 6M | +65.7% | +34.2% | +31.5% | +39.3% |
| YTD | +161.9% | +17.6% | +144.3% | +131.4% |
| 1Y | +77.8% | +13.8% | +63.9% | +60.3% |
| 3Y | +74.9% | +57.0% | +17.8% | +22.2% |
| 5Y | +423.4% | +75.3% | +348.0% | +227.2% |
| All | +241.7% | +388.7% | -147.0% | +33.1% |
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