+33.6%
EEM vs PM
+159.5%
-125.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -0.9% | -6.6% | +5.8% | -0.2% |
| 30D | -9.3% | -3.4% | -5.9% | -9.0% |
| 3M | -7.1% | +5.3% | -12.4% | -7.7% |
| 6M | -10.4% | +15.5% | -25.9% | -12.6% |
| YTD | +11.3% | +24.3% | -13.0% | +6.9% |
| 1Y | +11.3% | +29.7% | -18.4% | +6.0% |
| 3Y | +69.6% | +144.9% | -75.3% | +33.3% |
| 5Y | +33.6% | +159.0% | -125.4% | +3.6% |
| All | +33.6% | +159.5% | -125.9% | +3.6% |
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