+330.8%
PBF vs IT
+295.2%
+35.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | +0.8% |
| 7D | +4.3% | -6.0% | +10.3% | +7.0% |
| 30D | +22.0% | 0.0% | +22.0% | +21.2% |
| 3M | +74.5% | +13.1% | +61.4% | +57.8% |
| 6M | +67.7% | +11.7% | +56.0% | +49.8% |
| YTD | +179.2% | -26.1% | +205.3% | +201.7% |
| 1Y | +170.0% | -21.3% | +191.3% | +176.2% |
| 3Y | +66.4% | -46.7% | +113.1% | +99.4% |
| 5Y | +764.5% | -40.5% | +805.0% | +799.0% |
| 10Y | +358.5% | +103.9% | +254.6% | +88.6% |
| All | +330.8% | +295.2% | +35.6% | +57.3% |
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