+250.9%
PBF vs INDA
+115.4%
+135.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +6.5% | +1.1% | +5.4% | +5.3% |
| 30D | -20.0% | +9.4% | -29.4% | -27.2% |
| 3M | -3.3% | +2.9% | -6.3% | -7.0% |
| 6M | +76.8% | +7.2% | +69.6% | +61.6% |
| YTD | +168.9% | -4.8% | +173.8% | +169.2% |
| 1Y | +96.4% | -5.1% | +101.4% | +97.2% |
| 3Y | +77.2% | +16.7% | +60.5% | +34.2% |
| 5Y | +417.7% | +8.8% | +409.0% | +316.0% |
| All | +250.9% | +115.4% | +135.5% | +22.6% |
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