+170.0%
PBF vs ITOT
+20.8%
+149.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.5% |
| 7D | +4.3% | +0.1% | +4.2% | +4.4% |
| 30D | +22.0% | 0.0% | +22.0% | +22.0% |
| 3M | +74.5% | +2.0% | +72.5% | +76.0% |
| 6M | +67.7% | +13.0% | +54.6% | +84.1% |
| YTD | +179.2% | +14.0% | +165.2% | +202.1% |
| 1Y | +170.0% | +19.9% | +150.1% | +213.6% |
| All | +170.0% | +20.8% | +149.2% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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