+109.6%
EEM vs PR
+66.7%
+42.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.9% |
| 7D | -0.1% | -12.4% | +12.2% | +0.7% |
| 30D | -8.6% | -6.6% | -2.1% | -8.3% |
| 3M | -7.0% | +7.5% | -14.5% | -7.6% |
| 6M | -9.7% | +10.8% | -20.5% | -10.5% |
| YTD | +12.1% | +57.0% | -44.9% | +8.4% |
| 1Y | +14.1% | +67.9% | -53.9% | +9.8% |
| 3Y | +72.1% | +87.6% | -15.5% | +63.4% |
| 5Y | +34.1% | +220.4% | -186.3% | +21.5% |
| 10Y | +109.6% | +64.8% | +44.8% | +102.5% |
| All | +109.6% | +66.7% | +42.9% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling