+56.8%
PBF vs ITOT
+74.3%
-17.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.2% |
| 7D | +2.3% | -2.0% | +4.4% | +3.9% |
| 30D | +11.6% | -2.0% | +13.5% | +13.2% |
| 3M | +81.7% | +4.5% | +77.2% | +74.9% |
| 6M | +96.4% | +12.6% | +83.8% | +74.5% |
| YTD | +189.5% | +12.0% | +177.5% | +158.1% |
| 1Y | +180.7% | +17.3% | +163.5% | +137.5% |
| All | +56.8% | +74.3% | -17.5% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling