+1,641.2%
PBR vs EME
+13,432.9%
-11,791.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.7% |
| 7D | +0.3% | +2.7% | -2.4% | -1.1% |
| 30D | +17.5% | -6.8% | +24.3% | +21.3% |
| 3M | +20.9% | -8.8% | +29.7% | +23.3% |
| 6M | +20.2% | +5.0% | +15.3% | +12.4% |
| YTD | +84.3% | +23.5% | +60.8% | +56.7% |
| 1Y | +77.1% | +21.3% | +55.8% | +48.1% |
| 3Y | +100.8% | +241.1% | -140.2% | -14.8% |
| 5Y | +556.1% | +549.2% | +7.0% | +82.9% |
| 10Y | +676.1% | +1,306.4% | -630.3% | +32.6% |
| All | +1,641.2% | +13,432.9% | -11,791.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling