+668.5%
PBR vs EMB
+30.4%
+638.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.6% |
| 7D | +4.2% | -1.1% | +5.3% | +6.3% |
| 30D | +22.7% | -1.1% | +23.8% | +24.9% |
| 3M | +21.5% | -0.8% | +22.3% | +22.5% |
| 6M | +24.0% | -0.1% | +24.0% | +22.5% |
| YTD | +88.2% | +0.4% | +87.8% | +84.1% |
| 1Y | +74.8% | +3.3% | +71.5% | +62.0% |
| 3Y | +105.1% | +29.0% | +76.1% | +21.8% |
| 5Y | +572.2% | +6.3% | +565.9% | +552.0% |
| All | +668.5% | +30.4% | +638.1% | +426.6% |
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 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