+66.4%
PBR vs EMB
+29.8%
+36.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | -29.3% | +0.4% | -29.7% | -29.5% |
| 3M | +5.5% | -3.1% | +8.6% | +7.4% |
| 6M | -2.9% | -2.1% | -0.8% | -2.1% |
| YTD | +61.5% | -1.1% | +62.6% | +60.7% |
| 1Y | +46.9% | -0.1% | +46.9% | +44.4% |
| 3Y | +66.4% | +29.6% | +36.9% | +33.7% |
| All | +66.4% | +29.8% | +36.6% | +33.7% |
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