+15.6%
EMR vs PBF
+172.0%
-156.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.9% | +1.4% | -0.5% | +1.0% |
| 30D | -5.0% | +15.8% | -20.8% | -3.8% |
| 3M | +5.9% | +90.3% | -84.4% | +12.0% |
| 6M | +7.3% | +102.8% | -95.5% | +11.9% |
| YTD | +14.6% | +187.3% | -172.8% | +16.5% |
| 1Y | +15.6% | +161.8% | -146.2% | +18.2% |
| All | +15.6% | +172.0% | -156.4% | +18.2% |
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