+280.3%
EMR vs PBF
+259.1%
+21.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +2.7% | +4.3% | -1.6% | +1.9% |
| 30D | +2.1% | -21.8% | +23.9% | +6.0% |
| 3M | +2.3% | +1.7% | +0.5% | +1.0% |
| 6M | +22.5% | +69.8% | -47.3% | +9.3% |
| YTD | +27.2% | +167.7% | -140.5% | +1.7% |
| 1Y | +28.0% | +89.0% | -60.9% | +9.0% |
| 3Y | +103.4% | +78.8% | +24.7% | +66.7% |
| 5Y | +88.2% | +415.4% | -327.3% | +16.5% |
| All | +280.3% | +259.1% | +21.1% | +108.5% |
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