+334.9%
PBF vs EME
+1,301.6%
-966.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.3% |
| 7D | +2.3% | +0.9% | +1.4% | +1.6% |
| 30D | +11.6% | -8.4% | +19.9% | +18.0% |
| 3M | +81.7% | -3.6% | +85.3% | +82.0% |
| 6M | +96.4% | +3.6% | +92.9% | +79.9% |
| YTD | +189.5% | +22.5% | +167.0% | +129.5% |
| 1Y | +180.7% | +18.2% | +162.6% | +118.6% |
| 3Y | +56.6% | +238.4% | -181.7% | -60.1% |
| 5Y | +802.0% | +550.5% | +251.5% | +8.6% |
| All | +334.9% | +1,301.6% | -966.7% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling