+802.0%
PBF vs ITOT
+71.8%
+730.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.3% |
| 7D | +2.3% | -2.0% | +4.4% | +4.0% |
| 30D | +11.6% | -2.0% | +13.5% | +13.4% |
| 3M | +81.7% | +4.5% | +77.2% | +74.5% |
| 6M | +96.4% | +12.6% | +83.8% | +73.9% |
| YTD | +189.5% | +12.0% | +177.5% | +157.3% |
| 1Y | +180.7% | +17.3% | +163.5% | +138.6% |
| 3Y | +56.6% | +75.2% | -18.6% | -7.6% |
| 5Y | +802.0% | +74.0% | +728.0% | +464.5% |
| All | +802.0% | +71.8% | +730.1% | +464.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling