+169.5%
PR vs EMB
+39.8%
+129.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +18.0% | -0.3% | +18.3% | +18.4% |
| 3M | +16.9% | -0.4% | +17.3% | +17.0% |
| 6M | +28.2% | +0.1% | +28.1% | +26.1% |
| YTD | +69.3% | +1.6% | +67.7% | +62.3% |
| 1Y | +69.5% | +5.6% | +63.9% | +51.5% |
| 3Y | +81.7% | +29.8% | +51.9% | +12.4% |
| 5Y | +422.2% | +7.3% | +415.0% | +387.7% |
| 10Y | +110.4% | +30.4% | +79.9% | +132.6% |
| All | +169.5% | +39.8% | +129.7% | +207.2% |
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