+64.4%
EEM vs PR
+64.2%
+0.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | -2.8% | -16.4% | +13.6% | -1.2% |
| 30D | -11.9% | -1.9% | -10.0% | -11.9% |
| 3M | -8.8% | +8.0% | -16.7% | -9.8% |
| 6M | -11.6% | +4.1% | -15.7% | -12.3% |
| YTD | +9.0% | +58.7% | -49.7% | +0.3% |
| 1Y | +10.6% | +75.8% | -65.3% | -0.1% |
| 3Y | +64.4% | +73.2% | -8.8% | +43.1% |
| All | +64.4% | +64.2% | +0.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling