+6.3%
EMB vs PNR
-21.1%
+27.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.1% | -5.5% | +4.4% | -0.3% |
| 30D | -1.1% | -15.6% | +14.5% | +1.5% |
| 3M | -0.8% | -20.2% | +19.4% | +2.3% |
| 6M | -0.1% | -36.6% | +36.6% | +6.8% |
| YTD | +0.4% | -45.0% | +45.4% | +9.6% |
| 1Y | +3.3% | -47.4% | +50.7% | +13.5% |
| 3Y | +29.0% | -13.7% | +42.7% | +27.0% |
| 5Y | +6.3% | -20.8% | +27.1% | -1.3% |
| All | +6.3% | -21.1% | +27.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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