+170.0%
PBF vs EME
+19.7%
+150.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +4.3% | +1.9% | +2.4% | +4.1% |
| 30D | +22.0% | -8.3% | +30.3% | +22.7% |
| 3M | +74.5% | -10.7% | +85.2% | +69.7% |
| 6M | +67.7% | +1.9% | +65.8% | +64.4% |
| YTD | +179.2% | +23.5% | +155.7% | +170.9% |
| 1Y | +170.0% | +18.0% | +152.0% | +164.0% |
| All | +170.0% | +19.7% | +150.3% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling