+65.6%
IYR vs PBF
+367.4%
-301.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | -2.8% | +2.3% | -5.2% | -3.0% |
| 30D | -2.5% | +11.6% | -14.1% | -3.7% |
| 3M | -3.0% | +81.7% | -84.7% | -9.1% |
| 6M | +1.6% | +96.4% | -94.8% | -6.2% |
| YTD | +7.3% | +189.5% | -182.2% | -5.6% |
| 1Y | +5.6% | +180.7% | -175.1% | -7.3% |
| 3Y | +28.1% | +56.6% | -28.5% | +16.7% |
| 5Y | +6.1% | +802.0% | -795.9% | -25.1% |
| All | +65.6% | +367.4% | -301.8% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling