+315.0%
PBF vs EME
+1,985.0%
-1,670.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +6.5% | +8.4% | -1.9% | +0.9% |
| 30D | -20.0% | -11.5% | -8.5% | -13.4% |
| 3M | -3.3% | -20.6% | +17.3% | +11.5% |
| 6M | +76.8% | -28.5% | +105.3% | +113.3% |
| YTD | +168.9% | +8.0% | +160.9% | +130.9% |
| 1Y | +96.4% | +6.8% | +89.6% | +69.2% |
| 3Y | +77.2% | +213.9% | -136.7% | -49.7% |
| 5Y | +417.7% | +414.8% | +2.9% | -14.4% |
| 10Y | +264.7% | +916.9% | -652.2% | -67.0% |
| All | +315.0% | +1,985.0% | -1,670.0% | -78.4% |
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