+109.8%
EMR vs PBF
+74.2%
+35.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +4.2% |
| 7D | +2.1% | -7.4% | +9.5% | +2.7% |
| 30D | +4.8% | -17.5% | +22.2% | +6.0% |
| 3M | +7.5% | +13.1% | -5.6% | +6.0% |
| 6M | +20.9% | +72.6% | -51.8% | +14.1% |
| YTD | +29.2% | +161.2% | -132.0% | +11.0% |
| 1Y | +33.0% | +93.3% | -60.4% | +20.1% |
| 3Y | +109.8% | +80.7% | +29.1% | +69.6% |
| All | +109.8% | +74.2% | +35.6% | +69.6% |
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