+303.0%
PBF vs IRM
+721.3%
-418.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +1.3% |
| 7D | -7.4% | -3.8% | -3.6% | -5.7% |
| 30D | -17.5% | -3.2% | -14.3% | -16.4% |
| 3M | +13.1% | -7.8% | +20.9% | +16.7% |
| 6M | +72.6% | -12.7% | +85.3% | +81.5% |
| YTD | +161.2% | +36.7% | +124.5% | +109.2% |
| 1Y | +93.3% | +10.0% | +83.3% | +74.5% |
| 3Y | +80.7% | +107.2% | -26.6% | +7.8% |
| 5Y | +396.1% | +181.6% | +214.5% | +131.2% |
| 10Y | +252.3% | +481.1% | -228.9% | +9.5% |
| All | +303.0% | +721.3% | -418.3% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling