+5.7%
IYR vs PBF
+817.4%
-811.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -2.4% | +15.8% | -18.2% | -3.1% |
| 3M | -2.0% | +90.3% | -92.3% | -5.6% |
| 6M | +2.5% | +102.8% | -100.3% | -2.2% |
| YTD | +8.3% | +187.3% | -179.0% | +0.5% |
| 1Y | +6.5% | +161.8% | -155.4% | -0.9% |
| 3Y | +29.3% | +55.5% | -26.1% | +22.0% |
| 5Y | +5.7% | +801.9% | -796.2% | -11.0% |
| All | +5.7% | +817.4% | -811.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling