+82.6%
SMR vs PBF
+55.5%
+27.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +13.1% | +1.4% | +11.7% | +12.8% |
| 30D | +17.8% | +15.8% | +1.9% | +13.8% |
| 3M | +8.1% | +90.3% | -82.2% | -7.7% |
| 6M | -11.1% | +102.8% | -113.9% | -28.7% |
| YTD | -23.7% | +187.3% | -211.0% | -47.0% |
| 1Y | -69.4% | +161.8% | -231.3% | -78.7% |
| All | +82.6% | +55.5% | +27.1% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling