+123.6%
EEM vs PR
+72.8%
+50.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.3% | +2.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -6.2% | -4.6% | -1.6% | -6.0% |
| 3M | -5.2% | +4.7% | -9.9% | -5.6% |
| 6M | -8.1% | +12.4% | -20.6% | -9.0% |
| YTD | +14.0% | +62.9% | -48.9% | +10.0% |
| 1Y | +13.8% | +70.6% | -56.7% | +9.5% |
| 3Y | +73.7% | +90.0% | -16.3% | +64.9% |
| 5Y | +34.6% | +255.5% | -221.0% | +21.3% |
| 10Y | +123.6% | +78.7% | +44.8% | +118.4% |
| All | +123.6% | +72.8% | +50.8% | +118.4% |
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