+111.1%
EEM vs PM
+809.8%
-698.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +4.1% |
| 7D | -0.1% | -7.3% | +7.2% | +3.7% |
| 30D | -8.6% | -4.0% | -4.6% | -7.0% |
| 3M | -7.0% | +2.7% | -9.8% | -9.1% |
| 6M | -9.7% | +14.9% | -24.6% | -18.1% |
| YTD | +12.1% | +23.5% | -11.4% | -3.2% |
| 1Y | +14.1% | +30.4% | -16.3% | -4.7% |
| 3Y | +72.1% | +143.2% | -71.1% | -5.5% |
| 5Y | +34.1% | +159.5% | -125.4% | -31.4% |
| 10Y | +109.6% | +234.7% | -125.0% | -20.8% |
| All | +111.1% | +809.8% | -698.7% | -72.4% |
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