+13.1%
EEM vs PR
+78.8%
-65.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.3% |
| 7D | +2.7% | +6.0% | -3.3% | +3.2% |
| 30D | -5.4% | -4.2% | -1.2% | -5.9% |
| 3M | -8.6% | +10.0% | -18.6% | -7.4% |
| 6M | -8.9% | +15.6% | -24.5% | -6.6% |
| YTD | +11.9% | +68.2% | -56.3% | +10.6% |
| 1Y | +13.1% | +79.2% | -66.1% | +10.1% |
| All | +13.1% | +78.8% | -65.7% | +10.1% |
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