+102.6%
PBR vs EME
+252.2%
-149.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -1.1% |
| 7D | +5.4% | +3.5% | +1.9% | +5.1% |
| 30D | +22.9% | -6.3% | +29.2% | +23.4% |
| 3M | +19.6% | -3.8% | +23.4% | +19.6% |
| 6M | +16.5% | +8.5% | +8.0% | +15.0% |
| YTD | +86.7% | +27.8% | +58.8% | +81.9% |
| 1Y | +74.7% | +22.2% | +52.5% | +70.3% |
| 3Y | +102.6% | +253.5% | -150.9% | +93.8% |
| All | +102.6% | +252.2% | -149.7% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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