-53.7%
SMR vs PBF
+373.7%
-427.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -8.3% | +6.5% | -14.7% | -9.3% |
| 30D | -20.1% | -20.0% | -0.1% | -17.0% |
| 3M | -52.7% | -3.3% | -49.4% | -53.0% |
| 6M | -61.0% | +76.8% | -137.8% | -66.1% |
| YTD | -67.1% | +168.9% | -236.1% | -75.3% |
| 1Y | -79.9% | +96.4% | -176.2% | -83.6% |
| 3Y | +101.7% | +77.2% | +24.5% | +56.0% |
| All | -53.7% | +373.7% | -427.4% | -67.6% |
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