+4.7%
IYR vs PBF
+184.8%
-180.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | -1.4% | +5.3% | -6.7% | -1.2% |
| 30D | -2.7% | +11.7% | -14.4% | -2.3% |
| 3M | -2.1% | +91.1% | -93.2% | -0.1% |
| 6M | +3.6% | +88.4% | -84.8% | +5.5% |
| YTD | +8.1% | +194.1% | -185.9% | +9.4% |
| 1Y | +4.7% | +180.4% | -175.7% | +6.6% |
| All | +4.7% | +184.8% | -180.1% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling