+277.4%
EMR vs PBF
+351.3%
-73.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | -5.0% | +15.8% | -20.8% | -7.5% |
| 3M | +5.9% | +90.3% | -84.4% | -6.4% |
| 6M | +7.3% | +102.8% | -95.5% | -7.8% |
| YTD | +14.6% | +187.3% | -172.8% | -8.8% |
| 1Y | +15.6% | +161.8% | -146.2% | -7.4% |
| 3Y | +60.2% | +55.5% | +4.7% | +35.9% |
| 5Y | +65.8% | +801.9% | -736.1% | -8.6% |
| 10Y | +277.4% | +362.2% | -84.8% | +96.3% |
| All | +277.4% | +351.3% | -73.9% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling