+67.7%
PBF vs IBN
+3.3%
+64.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -2.0% |
| 7D | +4.3% | +1.4% | +2.9% | +5.6% |
| 30D | +22.0% | -0.3% | +22.3% | +22.0% |
| 3M | +74.5% | +17.1% | +57.4% | +108.2% |
| 6M | +67.7% | +3.4% | +64.3% | +73.7% |
| All | +67.7% | +3.3% | +64.4% | +73.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling