+137.7%
EEM vs PM
+752.6%
-614.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.8% |
| 7D | +2.3% | -4.9% | +7.2% | +4.9% |
| 30D | +4.5% | -3.4% | +7.9% | +6.2% |
| 3M | -0.1% | +5.2% | -5.2% | -4.0% |
| 6M | +16.9% | +3.7% | +13.2% | +11.8% |
| YTD | +26.2% | +15.8% | +10.5% | +13.3% |
| 1Y | +40.5% | +17.4% | +23.1% | +24.1% |
| 3Y | +86.2% | +116.9% | -30.7% | +9.4% |
| 5Y | +45.5% | +117.3% | -71.9% | -17.1% |
| 10Y | +128.6% | +193.8% | -65.1% | -4.8% |
| All | +137.7% | +752.6% | -614.9% | -67.6% |
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 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