Spectral variability is the main tool for constraining emission models of BL Lac objects. By means of systematic observations of the BL Lac prototype PKS 2155-304 in the infrared-optical band, we explore variability on the scales of months, days and hours. We made our observations with the robotic 60cm telescope REM located at La Silla, Chile. VRIJHK filters were used. PKS 2155-304 was observed from May to December 2005. The wavelength interval explored, the total number of photometric points and the short integration time render our photometry substantially superior to previous ones for this source. On the basis of the intensity and colour we distinguish three different states of the source, each of duration of months, which include all those described in the literature. In particular, we report the highest state ever detected in the H band. The source varied by a factor of 4 in this band, much more than in the V band (a factor of about 2). The source softened with increasing intensity, contrary to the general pattern observed in the UV-X-ray bands. On five nights of November we had nearly continuous monitoring for 2-3 hours. A variability episode with a time scale of tau approx 24h is well documented, a much more rapid flare with tau=1-2h, is also apparent, but is supported by relatively few points. The overall spectral energy distribution of PKS 2155-304 is commonly described by a synchrotron-self-Compton model. The optical infrared emission is however in excess of the expectation of the model, in its original formulation. This can be explained by a variation of the frequency of the synchrotron peak, which is not unprecedented in BL Lacs.