+737.2%
PBF vs IFF
-35.5%
+772.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +2.3% | -2.8% | +5.1% | +2.5% |
| 30D | +11.6% | -1.1% | +12.7% | +11.6% |
| 3M | +81.7% | +13.8% | +67.9% | +79.5% |
| 6M | +96.4% | +16.7% | +79.8% | +91.5% |
| YTD | +189.5% | +26.1% | +163.3% | +175.6% |
| 1Y | +180.7% | +33.5% | +147.2% | +163.0% |
| 3Y | +56.6% | +31.6% | +25.0% | +46.5% |
| All | +737.2% | -35.5% | +772.7% | +780.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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