+132.3%
EEM vs PBF
+351.3%
-219.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | +5.1% | +15.8% | -10.8% | +3.4% |
| 3M | +4.6% | +90.3% | -85.7% | -2.5% |
| 6M | +17.8% | +102.8% | -85.0% | +8.1% |
| YTD | +25.8% | +187.3% | -161.5% | +10.5% |
| 1Y | +36.4% | +161.8% | -125.4% | +20.3% |
| 3Y | +90.0% | +55.5% | +34.5% | +72.8% |
| 5Y | +46.6% | +801.9% | -755.3% | +3.3% |
| 10Y | +132.3% | +362.2% | -230.0% | +63.5% |
| All | +132.3% | +351.3% | -219.1% | +63.5% |
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