-10.8%
EEM vs PL
-71.0%
+60.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.1% | +4.3% | -3.8% |
| 7D | -7.4% | -20.5% | +13.1% | -3.4% |
| 30D | -15.0% | -38.8% | +23.8% | -7.1% |
| 3M | -11.7% | -49.1% | +37.5% | -0.3% |
| 6M | -10.8% | -69.4% | +58.6% | +9.6% |
| All | -10.8% | -71.0% | +60.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling