+90.5%
EEM vs PBF
+289.1%
-198.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | +2.7% | +6.5% | -3.8% | +2.0% |
| 30D | -5.4% | -20.0% | +14.6% | -3.4% |
| 3M | -8.6% | -3.3% | -5.3% | -8.8% |
| 6M | -8.9% | +76.8% | -85.7% | -15.3% |
| YTD | +11.9% | +168.9% | -157.0% | -2.3% |
| 1Y | +13.1% | +96.4% | -83.3% | +2.2% |
| 3Y | +70.7% | +77.2% | -6.5% | +51.3% |
| 5Y | +31.8% | +417.7% | -386.0% | -2.1% |
| 10Y | +119.5% | +264.7% | -145.2% | +46.5% |
| All | +90.5% | +289.1% | -198.6% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling