+80.7%
PBF vs IRM
+104.5%
-23.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +2.4% |
| 7D | -7.4% | -3.8% | -3.6% | -6.5% |
| 30D | -17.5% | -3.2% | -14.3% | -16.9% |
| 3M | +13.1% | -7.8% | +20.9% | +15.0% |
| 6M | +72.6% | -12.7% | +85.3% | +77.4% |
| YTD | +161.2% | +36.7% | +124.5% | +125.2% |
| 1Y | +93.3% | +10.0% | +83.3% | +82.2% |
| 3Y | +80.7% | +107.2% | -26.6% | +17.2% |
| All | +80.7% | +104.5% | -23.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling