+77.8%
PBF vs IRM
+12.7%
+65.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.7% |
| 7D | -4.0% | -5.3% | +1.3% | -3.9% |
| 30D | -18.0% | -2.3% | -15.7% | -17.9% |
| 3M | +0.9% | -7.4% | +8.3% | +1.0% |
| 6M | +65.7% | -12.2% | +77.9% | +65.7% |
| YTD | +161.9% | +38.6% | +123.2% | +137.8% |
| 1Y | +77.8% | +14.9% | +62.9% | +78.4% |
| All | +77.8% | +12.7% | +65.1% | +78.4% |
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