-85.6%
SMR vs PBF
+120.1%
-205.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.7% | +2.2% | -4.8% |
| 7D | -9.5% | -0.9% | -8.6% | -9.5% |
| 30D | -33.2% | -13.7% | -19.5% | -33.6% |
| 3M | -45.9% | +10.6% | -56.6% | -45.6% |
| 6M | -57.9% | +61.2% | -119.1% | -55.7% |
| YTD | -63.8% | +172.7% | -236.5% | -66.8% |
| 1Y | -85.6% | +111.0% | -196.6% | -87.0% |
| All | -85.6% | +120.1% | -205.7% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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