+55.7%
PBF vs IRM
+102.2%
-46.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +1.4% | +3.0% | -1.7% | +0.6% |
| 30D | +15.8% | -5.2% | +21.1% | +17.3% |
| 3M | +90.3% | -8.0% | +98.3% | +93.6% |
| 6M | +102.8% | +9.2% | +93.7% | +94.1% |
| YTD | +187.3% | +41.0% | +146.3% | +146.4% |
| 1Y | +161.8% | +23.3% | +138.6% | +136.4% |
| All | +55.7% | +102.2% | -46.6% | +8.8% |
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 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