+45.0%
EEM vs PBR
+552.2%
-507.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.3% | +5.4% | -6.6% | -2.0% |
| 30D | +2.1% | +22.9% | -20.8% | -0.9% |
| 3M | +1.0% | +19.6% | -18.6% | -1.7% |
| 6M | +15.9% | +16.5% | -0.6% | +12.6% |
| YTD | +24.6% | +86.7% | -62.0% | +11.9% |
| 1Y | +32.3% | +74.7% | -42.4% | +19.9% |
| 3Y | +85.9% | +102.6% | -16.7% | +62.8% |
| All | +45.0% | +552.2% | -507.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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