+41.8%
IYR vs PBF
+80.0%
-38.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +0.6% | +6.5% | -5.9% | +0.4% |
| 30D | +6.6% | -20.0% | +26.6% | +7.0% |
| 3M | -1.8% | -3.3% | +1.5% | -1.9% |
| 6M | +1.4% | +76.8% | -75.4% | -0.8% |
| YTD | +10.5% | +168.9% | -158.4% | +4.5% |
| 1Y | +10.6% | +96.4% | -85.7% | +6.8% |
| 3Y | +41.8% | +77.2% | -35.4% | +29.6% |
| All | +41.8% | +80.0% | -38.2% | +29.6% |
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 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