+114.6%
EEM vs PM
+825.0%
-710.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +0.7% | -7.1% | +7.7% | +4.4% |
| 30D | -6.2% | -2.8% | -3.4% | -5.2% |
| 3M | -5.2% | +6.3% | -11.5% | -8.9% |
| 6M | -8.1% | +9.6% | -17.8% | -14.4% |
| YTD | +14.0% | +25.6% | -11.6% | -2.4% |
| 1Y | +13.8% | +29.7% | -15.8% | -4.6% |
| 3Y | +73.7% | +147.6% | -73.8% | -5.4% |
| 5Y | +34.6% | +160.1% | -125.6% | -31.1% |
| 10Y | +123.6% | +260.9% | -137.3% | -20.4% |
| All | +114.6% | +825.0% | -710.4% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling