+96.4%
PBF vs IRM
+20.8%
+75.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +6.5% | +6.8% | -0.3% | +6.4% |
| 30D | -20.0% | +2.6% | -22.6% | -19.7% |
| 3M | -3.3% | -9.5% | +6.1% | -3.7% |
| 6M | +76.8% | -8.5% | +85.3% | +76.2% |
| YTD | +168.9% | +40.3% | +128.7% | +149.6% |
| 1Y | +96.4% | +28.7% | +67.7% | +87.8% |
| All | +96.4% | +20.8% | +75.6% | +87.8% |
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