+250.9%
PBF vs EMB
+36.5%
+214.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.8% |
| 7D | +6.5% | -0.9% | +7.4% | +8.0% |
| 30D | -20.0% | +0.4% | -20.3% | -20.6% |
| 3M | -3.3% | -3.1% | -0.2% | +1.1% |
| 6M | +76.8% | -2.1% | +78.9% | +81.0% |
| YTD | +168.9% | -1.1% | +170.0% | +166.7% |
| 1Y | +96.4% | -0.1% | +96.4% | +91.1% |
| 3Y | +77.2% | +29.6% | +47.6% | +10.2% |
| 5Y | +417.7% | +7.2% | +410.5% | +381.6% |
| All | +250.9% | +36.5% | +214.5% | +108.5% |
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