+131.4%
EMB vs PNR
+263.5%
-132.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | -0.5% | -14.9% | +14.4% | +1.3% |
| 3M | +0.3% | -19.0% | +19.4% | +2.5% |
| 6M | +1.2% | -35.9% | +37.1% | +6.0% |
| YTD | +1.5% | -43.1% | +44.6% | +7.6% |
| 1Y | +4.8% | -46.4% | +51.2% | +11.8% |
| 3Y | +30.4% | -10.8% | +41.2% | +30.2% |
| 5Y | +7.3% | -18.9% | +26.1% | +6.8% |
| 10Y | +29.7% | +64.4% | -34.7% | +17.7% |
| All | +131.4% | +263.5% | -132.0% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling