+311.2%
PBF vs IT
+304.6%
+6.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.2% |
| 7D | +3.8% | -3.7% | +7.4% | +5.5% |
| 30D | -22.2% | -3.1% | -19.1% | -22.1% |
| 3M | +1.3% | +6.3% | -5.1% | -4.2% |
| 6M | +69.0% | +24.8% | +44.2% | +41.4% |
| YTD | +166.5% | -24.4% | +190.8% | +178.7% |
| 1Y | +88.1% | -17.1% | +105.2% | +86.0% |
| 3Y | +77.9% | -53.6% | +131.6% | +133.1% |
| 5Y | +413.0% | -42.5% | +455.5% | +443.8% |
| 10Y | +261.4% | +88.8% | +172.6% | +51.0% |
| All | +311.2% | +304.6% | +6.6% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling