+302.1%
AEM vs PBF
+79.2%
+222.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.0% |
| 7D | -5.6% | +4.3% | -9.9% | -5.5% |
| 30D | -3.9% | -21.8% | +17.9% | -4.5% |
| 3M | -3.4% | +1.7% | -5.2% | -3.3% |
| 6M | -9.0% | +69.8% | -78.8% | -8.3% |
| YTD | +5.9% | +167.7% | -161.8% | +3.5% |
| 1Y | +4.0% | +89.0% | -85.0% | +3.3% |
| All | +302.1% | +79.2% | +222.9% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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