+1.5%
SMR vs PBF
+409.9%
-408.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.7% |
| 7D | +4.7% | +2.3% | +2.4% | +4.3% |
| 30D | +3.2% | +11.6% | -8.3% | +0.8% |
| 3M | +9.9% | +81.7% | -71.8% | -3.4% |
| 6M | -15.1% | +96.4% | -111.6% | -28.8% |
| YTD | -27.9% | +189.5% | -217.4% | -46.0% |
| 1Y | -70.2% | +180.7% | -251.0% | -77.9% |
| 3Y | +72.5% | +56.6% | +15.8% | +37.5% |
| All | +1.5% | +409.9% | -408.4% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling