+34.2%
EEM vs PBF
+429.4%
-395.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.4% | +2.1% |
| 7D | +0.7% | -4.0% | +4.7% | +0.9% |
| 30D | -6.2% | -18.0% | +11.8% | -5.4% |
| 3M | -5.2% | +0.9% | -6.1% | -5.5% |
| 6M | -8.1% | +65.7% | -73.9% | -11.1% |
| YTD | +14.0% | +161.9% | -147.9% | +5.2% |
| 1Y | +13.8% | +77.8% | -64.0% | +8.4% |
| 3Y | +73.7% | +74.9% | -1.1% | +60.4% |
| All | +34.2% | +429.4% | -395.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling