+111.0%
PBF vs EME
-3.1%
+114.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +3.0% | -5.2% |
| 7D | -0.9% | -5.8% | +4.9% | +0.1% |
| 30D | -13.7% | -17.9% | +4.2% | -11.8% |
| 3M | +10.6% | -22.0% | +32.6% | +13.5% |
| 6M | +61.2% | -29.7% | +90.9% | +55.4% |
| YTD | +172.7% | +4.7% | +168.0% | +168.8% |
| 1Y | +111.0% | -2.1% | +113.1% | +114.1% |
| All | +111.0% | -3.1% | +114.1% | +114.1% |
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