+99.0%
PBR vs EMB
+30.7%
+68.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +19.4% | -0.5% | +19.9% | +19.7% |
| 3M | +20.8% | +0.3% | +20.5% | +20.2% |
| 6M | +23.5% | +1.2% | +22.3% | +21.9% |
| YTD | +83.4% | +1.5% | +81.9% | +80.2% |
| 1Y | +77.6% | +4.8% | +72.8% | +68.8% |
| All | +99.0% | +30.7% | +68.3% | +71.4% |
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 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