+346.7%
PBF vs IDXX
+961.1%
-614.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | +2.3% | -4.3% | +6.6% | +3.4% |
| 30D | +11.6% | -13.7% | +25.2% | +15.7% |
| 3M | +81.7% | -9.1% | +90.8% | +85.0% |
| 6M | +96.4% | -15.4% | +111.9% | +101.8% |
| YTD | +189.5% | -25.1% | +214.6% | +206.9% |
| 1Y | +180.7% | -20.6% | +201.3% | +191.1% |
| 3Y | +56.6% | +8.7% | +47.9% | +44.5% |
| 5Y | +802.0% | -25.7% | +827.7% | +807.3% |
| 10Y | +365.7% | +360.6% | +5.1% | +115.0% |
| All | +346.7% | +961.1% | -614.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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