+344.9%
PBF vs IFF
+79.1%
+265.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | +24.9% | -0.3% | +25.2% | +24.7% |
| 3M | +81.9% | +18.6% | +63.3% | +65.2% |
| 6M | +79.4% | +17.4% | +62.0% | +56.8% |
| YTD | +188.3% | +28.5% | +159.8% | +137.1% |
| 1Y | +177.3% | +32.5% | +144.7% | +122.6% |
| 3Y | +56.0% | +34.1% | +21.9% | +19.5% |
| 5Y | +804.0% | -35.2% | +839.2% | +896.1% |
| 10Y | +334.1% | -21.1% | +355.2% | +296.4% |
| All | +344.9% | +79.1% | +265.7% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling