+63.3%
PBF vs EMB
+28.8%
+34.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.8% | -0.1% | -13.7% | -13.7% |
| 30D | -19.6% | +1.3% | -20.9% | -19.8% |
| 3M | +10.3% | -2.2% | +12.5% | +10.9% |
| 6M | +63.4% | -2.3% | +65.8% | +64.4% |
| YTD | +152.6% | -0.6% | +153.3% | +150.7% |
| 1Y | +87.4% | +0.5% | +86.9% | +83.4% |
| 3Y | +63.3% | +29.4% | +33.8% | +25.0% |
| All | +63.3% | +28.8% | +34.4% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling