+556.1%
PBR vs EMB
+7.1%
+549.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +17.5% | -0.3% | +17.8% | +17.7% |
| 3M | +20.9% | -0.3% | +21.2% | +20.9% |
| 6M | +20.2% | +0.7% | +19.5% | +19.3% |
| YTD | +84.3% | +1.3% | +83.0% | +82.1% |
| 1Y | +77.1% | +4.7% | +72.4% | +71.0% |
| 3Y | +100.8% | +30.1% | +70.7% | +69.5% |
| 5Y | +556.1% | +6.9% | +549.3% | +578.9% |
| All | +556.1% | +7.1% | +549.0% | +578.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling