+334.9%
PBF vs INDA
+83.0%
+251.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.9% |
| 7D | +2.3% | -3.6% | +5.9% | +6.1% |
| 30D | +11.6% | -4.0% | +15.5% | +15.9% |
| 3M | +81.7% | +1.7% | +80.0% | +77.0% |
| 6M | +96.4% | -3.6% | +100.1% | +95.8% |
| YTD | +189.5% | -11.0% | +200.5% | +212.2% |
| 1Y | +180.7% | -9.5% | +190.2% | +196.7% |
| 3Y | +56.6% | +7.6% | +49.0% | +30.2% |
| 5Y | +802.0% | +4.8% | +797.2% | +655.1% |
| All | +334.9% | +83.0% | +251.9% | +94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling