+250.9%
PBF vs IRM
+520.0%
-269.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +6.5% | +6.8% | -0.3% | +2.5% |
| 30D | -20.0% | +2.6% | -22.6% | -21.5% |
| 3M | -3.3% | -9.5% | +6.1% | +1.2% |
| 6M | +76.8% | -8.5% | +85.3% | +81.9% |
| YTD | +168.9% | +40.3% | +128.7% | +103.8% |
| 1Y | +96.4% | +28.7% | +67.7% | +57.3% |
| 3Y | +77.2% | +111.8% | -34.6% | -7.5% |
| 5Y | +417.7% | +189.1% | +228.6% | +93.4% |
| All | +250.9% | +520.0% | -269.1% | -29.5% |
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