+146.0%
PBF vs IRE
-97.2%
+243.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.8% | +0.4% | -7.2% |
| 7D | -13.8% | -27.2% | +13.4% | -13.4% |
| 30D | -19.6% | -75.1% | +55.5% | -18.4% |
| 3M | +10.3% | -77.9% | +88.1% | +11.6% |
| 6M | +63.4% | -94.6% | +158.0% | +63.9% |
| YTD | +152.6% | -91.5% | +244.2% | +144.4% |
| 1Y | +87.4% | -97.8% | +185.2% | +87.9% |
| All | +146.0% | -97.2% | +243.2% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling