+795.3%
PBF vs EME
+545.9%
+249.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +1.4% | +2.7% | -1.4% | +0.6% |
| 30D | +15.8% | -6.8% | +22.6% | +18.1% |
| 3M | +90.3% | -8.8% | +99.1% | +92.8% |
| 6M | +102.8% | +5.0% | +97.8% | +94.9% |
| YTD | +187.3% | +23.5% | +163.8% | +160.0% |
| 1Y | +161.8% | +21.3% | +140.5% | +133.6% |
| 3Y | +55.5% | +241.1% | -185.6% | -18.8% |
| All | +795.3% | +545.9% | +249.4% | +196.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling