+111.0%
PBF vs EMB
+0.7%
+110.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.7% | -3.5% |
| 7D | -0.9% | +0.7% | -1.6% | +1.5% |
| 30D | -13.7% | +2.3% | -16.0% | -7.0% |
| 3M | +10.6% | -2.5% | +13.1% | +2.2% |
| 6M | +61.2% | -1.1% | +62.3% | +58.4% |
| YTD | +172.7% | -0.6% | +173.3% | +176.2% |
| 1Y | +111.0% | +0.6% | +110.4% | +103.8% |
| All | +111.0% | +0.7% | +110.3% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling