+11.1%
EEM vs PR
+68.7%
-57.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.7% |
| 7D | -0.9% | -9.5% | +8.6% | -1.9% |
| 30D | -9.3% | -5.7% | -3.6% | -9.7% |
| 3M | -7.1% | +3.0% | -10.0% | -6.3% |
| 6M | -10.4% | +11.8% | -22.2% | -8.4% |
| YTD | +11.3% | +58.5% | -47.2% | +9.3% |
| All | +11.1% | +68.7% | -57.6% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling