+30.8%
IYR vs PBF
+62.4%
-31.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.5% |
| 30D | -2.5% | +24.9% | -27.4% | -3.2% |
| 3M | +1.5% | +81.9% | -80.4% | -0.8% |
| 6M | +3.9% | +79.4% | -75.5% | +1.2% |
| YTD | +9.5% | +188.3% | -178.8% | +3.2% |
| 1Y | +7.5% | +177.3% | -169.8% | +1.1% |
| 3Y | +30.8% | +56.0% | -25.2% | +20.3% |
| All | +30.8% | +62.4% | -31.6% | +20.3% |
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