+15.0%
EEM vs PNR
-31.2%
+46.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -3.0% | +11.9% | -14.9% | -4.5% |
| 30D | -10.3% | +37.1% | -47.5% | -14.4% |
| 3M | -6.6% | +5.7% | -12.3% | -7.0% |
| 6M | -3.4% | -5.7% | +2.3% | -1.5% |
| YTD | +13.2% | -29.8% | +43.0% | +21.7% |
| 1Y | +15.0% | -31.8% | +46.8% | +24.3% |
| All | +15.0% | -31.2% | +46.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling