+415.4%
PBF vs IT
-42.3%
+457.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.4% |
| 7D | +4.3% | -3.7% | +7.9% | +4.9% |
| 30D | -21.8% | -3.1% | -18.7% | -21.7% |
| 3M | +1.7% | +6.3% | -4.6% | -0.1% |
| 6M | +69.8% | +24.8% | +45.0% | +59.7% |
| YTD | +167.7% | -24.4% | +192.1% | +179.7% |
| 1Y | +89.0% | -17.1% | +106.0% | +92.0% |
| 3Y | +78.8% | -53.6% | +132.4% | +116.4% |
| 5Y | +415.4% | -42.5% | +457.9% | +458.4% |
| All | +415.4% | -42.3% | +457.7% | +458.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling