+147.9%
IYR vs PBF
+303.9%
-156.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.2% | +4.3% | -5.5% | -1.7% |
| 30D | -2.9% | +22.0% | -24.8% | -4.9% |
| 3M | +0.8% | +74.5% | -73.7% | -5.2% |
| 6M | +1.9% | +67.7% | -65.8% | -4.6% |
| YTD | +9.6% | +179.2% | -169.6% | -3.1% |
| 1Y | +8.1% | +170.0% | -161.9% | -4.7% |
| 3Y | +29.2% | +66.4% | -37.2% | +16.8% |
| 5Y | +4.3% | +764.5% | -760.2% | -25.5% |
| 10Y | +64.7% | +358.5% | -293.8% | +7.5% |
| All | +147.9% | +303.9% | -156.0% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling