+154.3%
PBF vs IRE
-97.3%
+251.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.5% | +5.9% | +3.4% |
| 7D | -7.4% | -15.5% | +8.2% | -7.2% |
| 30D | -17.5% | -70.4% | +52.9% | -16.5% |
| 3M | +13.1% | -81.6% | +94.7% | +14.8% |
| 6M | +72.6% | -94.7% | +167.3% | +73.0% |
| YTD | +161.2% | -91.8% | +252.9% | +152.5% |
| 1Y | +93.3% | -97.6% | +190.9% | +93.0% |
| All | +154.3% | -97.3% | +251.6% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling