+32.0%
EMR vs PBF
+90.5%
-58.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | +0.1% |
| 7D | +2.8% | +6.5% | -3.6% | +3.3% |
| 30D | +3.7% | -20.0% | +23.7% | +2.0% |
| 3M | +2.0% | -3.3% | +5.4% | +2.1% |
| 6M | +22.1% | +76.8% | -54.7% | +31.3% |
| YTD | +27.2% | +168.9% | -141.7% | +28.3% |
| 1Y | +32.0% | +96.4% | -64.3% | +40.5% |
| All | +32.0% | +90.5% | -58.4% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling