+180.7%
PBF vs IT
-30.3%
+211.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.8% |
| 7D | +2.3% | -12.7% | +15.0% | +1.6% |
| 30D | +11.6% | -8.9% | +20.4% | +11.1% |
| 3M | +81.7% | +10.1% | +71.6% | +81.9% |
| 6M | +96.4% | +7.3% | +89.2% | +96.1% |
| YTD | +189.5% | -32.4% | +221.8% | +173.7% |
| 1Y | +180.7% | -26.6% | +207.4% | +161.1% |
| All | +180.7% | -30.3% | +211.1% | +161.1% |
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