+315.0%
PBF vs INDA
+128.6%
+186.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +6.5% | +1.1% | +5.4% | +5.5% |
| 30D | -20.0% | +9.4% | -29.4% | -25.9% |
| 3M | -3.3% | +2.9% | -6.3% | -6.3% |
| 6M | +76.8% | +7.2% | +69.6% | +64.4% |
| YTD | +168.9% | -4.8% | +173.8% | +169.2% |
| 1Y | +96.4% | -5.1% | +101.4% | +97.1% |
| 3Y | +77.2% | +16.7% | +60.5% | +43.5% |
| 5Y | +417.7% | +8.8% | +409.0% | +340.5% |
| 10Y | +264.7% | +116.2% | +148.5% | +86.9% |
| All | +315.0% | +128.6% | +186.4% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling