+65.1%
PBR vs EMB
+132.1%
-67.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +8.6% | 0.0% | +8.6% | +8.5% |
| 30D | +12.8% | -0.3% | +13.1% | +13.2% |
| 3M | +14.7% | -0.4% | +15.1% | +15.0% |
| 6M | +25.2% | +0.1% | +25.1% | +23.7% |
| YTD | +77.1% | +1.6% | +75.6% | +71.1% |
| 1Y | +69.6% | +5.6% | +63.9% | +54.0% |
| 3Y | +95.6% | +29.8% | +65.7% | +27.3% |
| 5Y | +501.8% | +7.3% | +494.5% | +432.7% |
| 10Y | +640.6% | +30.4% | +610.1% | +450.1% |
| All | +65.1% | +132.1% | -67.0% | -10.3% |
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