+334.9%
PBF vs IT
+92.9%
+242.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +2.3% | -12.7% | +15.0% | +8.3% |
| 30D | +11.6% | -8.9% | +20.4% | +15.2% |
| 3M | +81.7% | +10.1% | +71.6% | +65.4% |
| 6M | +96.4% | +7.3% | +89.2% | +77.7% |
| YTD | +189.5% | -32.4% | +221.8% | +225.9% |
| 1Y | +180.7% | -26.6% | +207.4% | +195.6% |
| 3Y | +56.6% | -51.8% | +108.5% | +97.1% |
| 5Y | +802.0% | -45.6% | +847.6% | +865.4% |
| All | +334.9% | +92.9% | +242.0% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling