+363.8%
PBF vs EMB
+30.0%
+333.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +2.4% | +0.3% | +2.1% | +1.9% |
| 30D | +24.9% | -0.5% | +25.4% | +25.7% |
| 3M | +81.9% | +0.3% | +81.5% | +80.2% |
| 6M | +79.4% | +1.2% | +78.2% | +72.6% |
| YTD | +188.3% | +1.5% | +186.8% | +176.1% |
| 1Y | +177.3% | +4.8% | +172.5% | +151.4% |
| 3Y | +56.0% | +30.4% | +25.6% | -1.9% |
| 5Y | +804.0% | +7.3% | +796.8% | +761.8% |
| All | +363.8% | +30.0% | +333.8% | +218.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling