+47.0%
EEM vs PM
+122.3%
-75.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +3.1% | -1.3% | +4.4% | +3.2% |
| 30D | +4.9% | -2.6% | +7.4% | +5.1% |
| 3M | +5.2% | +5.8% | -0.6% | +4.1% |
| 6M | +20.7% | +10.6% | +10.1% | +18.0% |
| YTD | +26.5% | +17.2% | +9.3% | +22.4% |
| 1Y | +37.8% | +17.6% | +20.2% | +33.2% |
| 3Y | +91.0% | +124.3% | -33.3% | +54.1% |
| 5Y | +47.0% | +125.1% | -78.0% | +16.8% |
| All | +47.0% | +122.3% | -75.2% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling