+170.0%
PBF vs INDA
-5.0%
+175.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.7% | +3.6% | +5.2% |
| 30D | +22.0% | -0.8% | +22.8% | +21.0% |
| 3M | +74.5% | +3.9% | +70.6% | +83.7% |
| 6M | +67.7% | -0.7% | +68.4% | +75.7% |
| YTD | +179.2% | -7.7% | +186.8% | +189.5% |
| 1Y | +170.0% | -5.1% | +175.1% | +181.5% |
| All | +170.0% | -5.0% | +175.0% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling