+801.9%
PBF vs INDA
+5.9%
+796.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +1.9% |
| 30D | +15.8% | -2.9% | +18.8% | +16.6% |
| 3M | +90.3% | +2.4% | +87.9% | +88.7% |
| 6M | +102.8% | -2.6% | +105.4% | +103.3% |
| YTD | +187.3% | -10.0% | +197.3% | +198.7% |
| 1Y | +161.8% | -7.7% | +169.5% | +168.3% |
| 3Y | +55.5% | +8.9% | +46.6% | +41.0% |
| 5Y | +801.9% | +6.0% | +795.9% | +778.5% |
| All | +801.9% | +5.9% | +796.0% | +778.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling