+362.2%
PBF vs IRM
+418.7%
-56.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.4% | +3.0% | -1.7% | -0.5% |
| 30D | +15.8% | -5.2% | +21.1% | +19.0% |
| 3M | +90.3% | -8.0% | +98.3% | +97.6% |
| 6M | +102.8% | +9.2% | +93.7% | +85.5% |
| YTD | +187.3% | +41.0% | +146.3% | +119.8% |
| 1Y | +161.8% | +23.3% | +138.6% | +116.9% |
| 3Y | +55.5% | +102.8% | -47.4% | -14.7% |
| 5Y | +801.9% | +192.8% | +609.1% | +243.0% |
| 10Y | +362.2% | +439.6% | -77.4% | +10.2% |
| All | +362.2% | +418.7% | -56.5% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling