+804.0%
PBF vs IRM
+192.5%
+611.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.5% |
| 7D | +2.4% | +1.6% | +0.7% | +1.9% |
| 30D | +24.9% | -4.2% | +29.1% | +26.2% |
| 3M | +81.9% | -5.4% | +87.2% | +83.7% |
| 6M | +79.4% | +12.0% | +67.3% | +70.1% |
| YTD | +188.3% | +42.0% | +146.3% | +149.4% |
| 1Y | +177.3% | +29.9% | +147.4% | +147.2% |
| 3Y | +56.0% | +104.4% | -48.4% | +16.4% |
| 5Y | +804.0% | +191.0% | +613.0% | +532.4% |
| All | +804.0% | +192.5% | +611.5% | +532.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling