+330.8%
PBF vs IRM
+759.2%
-428.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.2% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +22.0% | -8.1% | +30.1% | +26.9% |
| 3M | +74.5% | -9.7% | +84.2% | +82.0% |
| 6M | +67.7% | +10.0% | +57.7% | +54.5% |
| YTD | +179.2% | +43.0% | +136.2% | +120.0% |
| 1Y | +170.0% | +32.7% | +137.3% | +120.6% |
| 3Y | +66.4% | +102.7% | -36.3% | +1.3% |
| 5Y | +764.5% | +187.6% | +576.9% | +301.9% |
| 10Y | +358.5% | +420.1% | -61.6% | +46.5% |
| All | +330.8% | +759.2% | -428.4% | +18.7% |
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