+96.4%
PBF vs IRE
-97.6%
+193.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.4% | +14.8% | +0.7% |
| 7D | +6.5% | -31.8% | +38.3% | +7.1% |
| 30D | -20.0% | -71.8% | +51.8% | -19.0% |
| 3M | -3.3% | -88.9% | +85.6% | -1.3% |
| 6M | +76.8% | -95.4% | +172.2% | +76.4% |
| YTD | +168.9% | -94.2% | +263.2% | +158.3% |
| 1Y | +96.4% | -97.1% | +193.5% | +88.8% |
| All | +96.4% | -97.6% | +193.9% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling