+56.0%
PBF vs IT
-51.4%
+107.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.4% | +10.7% | +3.9% |
| 7D | +2.4% | -9.1% | +11.5% | +3.1% |
| 30D | +24.9% | -7.0% | +31.9% | +25.4% |
| 3M | +81.9% | +7.6% | +74.2% | +79.0% |
| 6M | +79.4% | +2.1% | +77.2% | +77.1% |
| YTD | +188.3% | -31.6% | +219.9% | +202.6% |
| 1Y | +177.3% | -29.9% | +207.2% | +188.0% |
| 3Y | +56.0% | -51.3% | +107.3% | +101.9% |
| All | +56.0% | -51.4% | +107.4% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling