+52.2%
IJR vs PBF
+56.6%
-4.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.3% | +2.3% | -4.6% | -2.5% |
| 30D | -4.7% | +11.6% | -16.3% | -5.8% |
| 3M | +2.1% | +81.7% | -79.6% | -4.7% |
| 6M | +13.9% | +96.4% | -82.6% | +4.0% |
| YTD | +18.2% | +189.5% | -171.2% | +0.8% |
| 1Y | +21.8% | +180.7% | -158.9% | +3.2% |
| All | +52.2% | +56.6% | -4.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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