+804.0%
PBF vs IBN
+56.7%
+747.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.5% |
| 7D | +2.4% | -2.2% | +4.6% | +2.6% |
| 30D | +24.9% | -2.3% | +27.1% | +25.1% |
| 3M | +81.9% | +15.9% | +66.0% | +78.9% |
| 6M | +79.4% | +5.6% | +73.8% | +78.4% |
| YTD | +188.3% | -0.1% | +188.4% | +188.9% |
| 1Y | +177.3% | -6.5% | +183.8% | +181.6% |
| 3Y | +56.0% | +29.3% | +26.7% | +40.1% |
| 5Y | +804.0% | +56.6% | +747.5% | +660.5% |
| All | +804.0% | +56.7% | +747.3% | +660.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling