+365.8%
EMR vs PBF
+258.1%
+107.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.1% | -0.3% |
| 7D | +0.7% | -15.3% | +16.0% | +3.3% |
| 30D | +3.5% | -21.8% | +25.3% | +7.3% |
| 3M | +5.9% | -0.2% | +6.1% | +5.0% |
| 6M | +19.4% | +63.6% | -44.2% | +7.6% |
| YTD | +27.7% | +147.5% | -119.9% | +4.3% |
| 1Y | +30.9% | +69.8% | -38.9% | +14.1% |
| 3Y | +104.2% | +65.3% | +38.9% | +71.0% |
| 5Y | +89.6% | +393.4% | -303.8% | +21.4% |
| 10Y | +280.0% | +240.3% | +39.7% | +111.4% |
| All | +365.8% | +258.1% | +107.7% | +149.0% |
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