+91.0%
EEM vs PBF
+62.4%
+28.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | +3.1% | +2.4% | +0.7% | +3.0% |
| 30D | +4.9% | +24.9% | -20.0% | +3.9% |
| 3M | +5.2% | +81.9% | -76.6% | +2.7% |
| 6M | +20.7% | +79.4% | -58.7% | +17.1% |
| YTD | +26.5% | +188.3% | -161.8% | +16.8% |
| 1Y | +37.8% | +177.3% | -139.4% | +27.1% |
| 3Y | +91.0% | +56.0% | +35.0% | +74.1% |
| All | +91.0% | +62.4% | +28.6% | +74.1% |
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