+289.8%
PBF vs EMB
+44.7%
+245.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 3M | +10.3% | -2.2% | +12.5% | +13.4% |
| 6M | +63.4% | -2.3% | +65.8% | +67.8% |
| YTD | +152.6% | -0.6% | +153.3% | +149.1% |
| 1Y | +87.4% | +0.5% | +86.9% | +81.6% |
| 3Y | +63.3% | +29.4% | +33.8% | +6.6% |
| 5Y | +412.5% | +6.5% | +406.0% | +373.1% |
| 10Y | +282.5% | +29.8% | +252.7% | +170.5% |
| All | +289.8% | +44.7% | +245.1% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling