+330.8%
PBF vs IBN
+329.5%
+1.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +4.3% | +1.4% | +2.9% | +3.7% |
| 30D | +22.0% | -0.3% | +22.3% | +22.0% |
| 3M | +74.5% | +17.1% | +57.4% | +62.3% |
| 6M | +67.7% | +3.4% | +64.3% | +62.5% |
| YTD | +179.2% | +2.5% | +176.7% | +169.7% |
| 1Y | +170.0% | -4.2% | +174.2% | +168.0% |
| 3Y | +66.4% | +32.4% | +34.0% | +37.0% |
| 5Y | +764.5% | +59.2% | +705.3% | +534.1% |
| 10Y | +358.5% | +345.7% | +12.8% | +126.5% |
| All | +330.8% | +329.5% | +1.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling