+65.8%
EMR vs PBF
+817.4%
-751.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.8% |
| 30D | -5.0% | +15.8% | -20.8% | -6.4% |
| 3M | +5.9% | +90.3% | -84.4% | -1.6% |
| 6M | +7.3% | +102.8% | -95.5% | -2.5% |
| YTD | +14.6% | +187.3% | -172.8% | -1.8% |
| 1Y | +15.6% | +161.8% | -146.2% | -0.3% |
| 3Y | +60.2% | +55.5% | +4.7% | +41.2% |
| 5Y | +65.8% | +801.9% | -736.1% | +18.1% |
| All | +65.8% | +817.4% | -751.5% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling