+851.2%
EEM vs PNR
+626.5%
+224.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +2.0% | -3.9% | +5.9% | +4.0% |
| 30D | +5.1% | -13.8% | +18.9% | +12.9% |
| 3M | +4.6% | -22.5% | +27.1% | +16.8% |
| 6M | +17.8% | -37.2% | +54.9% | +45.4% |
| YTD | +25.8% | -44.2% | +70.0% | +63.8% |
| 1Y | +36.4% | -46.6% | +83.0% | +81.3% |
| 3Y | +90.0% | -12.5% | +102.5% | +88.0% |
| 5Y | +46.6% | -19.3% | +65.9% | +45.5% |
| 10Y | +132.3% | +67.5% | +64.8% | +38.2% |
| All | +851.2% | +626.5% | +224.7% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling