+371.3%
EMR vs PBF
+277.8%
+93.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.4% | +1.0% | +3.9% |
| 7D | +2.1% | -7.4% | +9.5% | +3.3% |
| 30D | +4.8% | -17.5% | +22.2% | +7.7% |
| 3M | +7.5% | +13.1% | -5.6% | +4.4% |
| 6M | +20.9% | +72.6% | -51.8% | +8.0% |
| YTD | +29.2% | +161.2% | -132.0% | +4.6% |
| 1Y | +33.0% | +93.3% | -60.4% | +13.3% |
| 3Y | +109.8% | +80.7% | +29.1% | +73.0% |
| 5Y | +91.9% | +396.1% | -304.2% | +23.0% |
| 10Y | +301.5% | +252.3% | +49.2% | +122.0% |
| All | +371.3% | +277.8% | +93.4% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling