+111.0%
PBF vs IRM
+19.5%
+91.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.6% |
| 7D | -0.9% | +2.6% | -3.5% | -0.8% |
| 30D | -13.7% | +5.6% | -19.3% | -13.5% |
| 3M | +10.6% | -4.7% | +15.3% | +10.5% |
| 6M | +61.2% | -6.1% | +67.3% | +61.0% |
| YTD | +172.7% | +46.3% | +126.4% | +153.7% |
| 1Y | +111.0% | +18.7% | +92.3% | +118.9% |
| All | +111.0% | +19.5% | +91.6% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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