+304.1%
PBF vs EMB
+44.8%
+259.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | -4.0% | -0.4% | -3.6% | -3.3% |
| 30D | -18.0% | +1.1% | -19.1% | -19.3% |
| 3M | +0.9% | -2.0% | +2.9% | +3.6% |
| 6M | +65.7% | -1.9% | +67.6% | +69.2% |
| YTD | +161.9% | -0.5% | +162.4% | +158.0% |
| 1Y | +77.8% | +0.1% | +77.7% | +73.4% |
| 3Y | +74.9% | +29.7% | +45.2% | +13.9% |
| 5Y | +423.4% | +8.1% | +415.3% | +368.3% |
| 10Y | +255.2% | +36.3% | +218.9% | +141.1% |
| All | +304.1% | +44.8% | +259.2% | +126.4% |
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