+6.0%
EMR vs PBF
+90.7%
-84.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.5% |
| 7D | -1.5% | +4.3% | -5.8% | -0.7% |
| 30D | -5.6% | +22.0% | -27.6% | -1.3% |
| 3M | +7.9% | +74.5% | -66.6% | +26.3% |
| 6M | +6.0% | +67.7% | -61.7% | +24.3% |
| All | +6.0% | +90.7% | -84.6% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling