+330.8%
PBF vs EMB
+47.9%
+282.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +22.0% | -0.3% | +22.3% | +22.4% |
| 3M | +74.5% | -0.4% | +74.9% | +74.9% |
| 6M | +67.7% | +0.1% | +67.6% | +64.4% |
| YTD | +179.2% | +1.6% | +177.6% | +167.6% |
| 1Y | +170.0% | +5.6% | +164.4% | +143.4% |
| 3Y | +66.4% | +29.8% | +36.5% | +8.6% |
| 5Y | +764.5% | +7.3% | +757.2% | +698.3% |
| 10Y | +358.5% | +30.4% | +328.1% | +221.5% |
| All | +330.8% | +47.9% | +282.9% | +134.8% |
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