+170.0%
PBF vs IT
-24.5%
+194.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.5% |
| 7D | +4.3% | -6.0% | +10.3% | +4.1% |
| 30D | +22.0% | 0.0% | +22.0% | +22.0% |
| 3M | +74.5% | +13.1% | +61.4% | +75.2% |
| 6M | +67.7% | +11.7% | +56.0% | +67.6% |
| YTD | +179.2% | -26.1% | +205.3% | +171.4% |
| 1Y | +170.0% | -21.3% | +191.3% | +158.1% |
| All | +170.0% | -24.5% | +194.5% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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