+114.8%
EEM vs PBF
+303.9%
-189.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +2.3% | +4.3% | -2.0% | +1.9% |
| 30D | +4.5% | +22.0% | -17.4% | +2.2% |
| 3M | -0.1% | +74.5% | -74.6% | -6.4% |
| 6M | +16.9% | +67.7% | -50.7% | +8.9% |
| YTD | +26.2% | +179.2% | -153.0% | +10.3% |
| 1Y | +40.5% | +170.0% | -129.5% | +22.5% |
| 3Y | +86.2% | +66.4% | +19.8% | +66.9% |
| 5Y | +45.5% | +764.5% | -719.0% | +1.0% |
| 10Y | +128.6% | +358.5% | -229.9% | +47.7% |
| All | +114.8% | +303.9% | -189.1% | +34.0% |
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