+344.9%
PBF vs ITOT
+553.6%
-208.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +4.1% |
| 7D | +2.4% | +0.7% | +1.7% | +1.4% |
| 30D | +24.9% | -1.1% | +26.0% | +26.8% |
| 3M | +81.9% | +3.9% | +78.0% | +70.6% |
| 6M | +79.4% | +14.7% | +64.6% | +41.0% |
| YTD | +188.3% | +13.3% | +175.0% | +130.6% |
| 1Y | +177.3% | +19.1% | +158.1% | +105.1% |
| 3Y | +56.0% | +77.3% | -21.3% | -38.4% |
| 5Y | +804.0% | +74.1% | +730.0% | +253.7% |
| 10Y | +334.1% | +293.1% | +41.0% | -46.4% |
| All | +344.9% | +553.6% | -208.7% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling