+344.9%
PBF vs EME
+2,343.6%
-1,998.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.7% | +1.6% |
| 7D | +2.4% | +5.2% | -2.8% | -1.1% |
| 30D | +24.9% | -5.4% | +30.2% | +29.2% |
| 3M | +81.9% | -6.1% | +88.0% | +84.8% |
| 6M | +79.4% | +9.7% | +69.7% | +57.9% |
| YTD | +188.3% | +26.6% | +161.7% | +124.7% |
| 1Y | +177.3% | +24.6% | +152.6% | +109.1% |
| 3Y | +56.0% | +249.6% | -193.6% | -58.3% |
| 5Y | +804.0% | +556.6% | +247.5% | +25.1% |
| 10Y | +334.1% | +1,286.6% | -952.5% | -67.7% |
| All | +344.9% | +2,343.6% | -1,998.7% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling