+45.0%
EEM vs PNR
-21.7%
+66.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -6.0% | +4.8% | +0.4% |
| 30D | +2.1% | -14.0% | +16.0% | +6.2% |
| 3M | +1.0% | -21.7% | +22.7% | +7.1% |
| 6M | +15.9% | -37.3% | +53.2% | +30.8% |
| YTD | +24.6% | -45.1% | +69.8% | +45.6% |
| 1Y | +32.3% | -49.1% | +81.4% | +57.9% |
| 3Y | +85.9% | -14.8% | +100.8% | +86.8% |
| All | +45.0% | -21.7% | +66.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling