+121.1%
EEM vs PM
+264.7%
-143.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.6% |
| 7D | +2.7% | +0.5% | +2.1% | +2.5% |
| 30D | -5.4% | -3.2% | -2.2% | -4.7% |
| 3M | -8.6% | +6.2% | -14.9% | -10.3% |
| 6M | -8.9% | +7.7% | -16.6% | -11.3% |
| YTD | +11.9% | +27.3% | -15.3% | +3.4% |
| 1Y | +13.1% | +32.8% | -19.7% | +3.1% |
| 3Y | +70.7% | +150.0% | -79.4% | +23.5% |
| 5Y | +31.8% | +164.2% | -132.5% | -7.6% |
| All | +121.1% | +264.7% | -143.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling