+126.4%
SMR vs PBF
+75.3%
+51.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.9% |
| 7D | +1.9% | -4.0% | +5.9% | +2.8% |
| 30D | -21.9% | -18.0% | -4.0% | -19.3% |
| 3M | -47.1% | +0.9% | -48.0% | -47.9% |
| 6M | -60.6% | +65.7% | -126.4% | -65.5% |
| YTD | -63.1% | +161.9% | -225.0% | -73.6% |
| 1Y | -80.4% | +77.8% | -158.2% | -84.0% |
| All | +126.4% | +75.3% | +51.1% | +66.7% |
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