+180.4%
PBF vs ITOT
+17.8%
+162.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +2.0% |
| 7D | +5.3% | -0.9% | +6.2% | +4.9% |
| 30D | +11.7% | -1.5% | +13.2% | +10.9% |
| 3M | +91.1% | +3.6% | +87.5% | +94.0% |
| 6M | +88.4% | +13.7% | +74.7% | +103.5% |
| YTD | +194.1% | +12.9% | +181.1% | +217.2% |
| 1Y | +180.4% | +17.2% | +163.2% | +205.4% |
| All | +180.4% | +17.8% | +162.6% | +205.4% |
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