+132.3%
EEM vs PM
+202.2%
-70.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.3% |
| 30D | +5.1% | -0.2% | +5.2% | +5.0% |
| 3M | +4.6% | +4.9% | -0.3% | +2.6% |
| 6M | +17.8% | +9.0% | +8.7% | +13.6% |
| YTD | +25.8% | +17.8% | +8.0% | +18.5% |
| 1Y | +36.4% | +16.8% | +19.6% | +28.4% |
| 3Y | +90.0% | +125.4% | -35.4% | +40.5% |
| 5Y | +46.6% | +128.7% | -82.1% | +6.5% |
| 10Y | +132.3% | +211.8% | -79.6% | +39.8% |
| All | +132.3% | +202.2% | -70.0% | +39.8% |
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