+104.1%
EEM vs PSLV
+108.9%
-4.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -1.1% |
| 7D | -0.7% | -4.9% | +4.2% | +0.3% |
| 30D | +2.4% | -1.9% | +4.3% | +2.7% |
| 3M | +4.2% | +4.2% | 0.0% | +3.0% |
| 6M | +14.8% | -27.6% | +42.4% | +21.5% |
| YTD | +23.1% | -11.7% | +34.8% | +22.3% |
| 1Y | +32.5% | +49.3% | -16.8% | +17.1% |
| 3Y | +85.9% | +167.1% | -81.2% | +44.1% |
| 5Y | +43.6% | +151.7% | -108.1% | +11.5% |
| 10Y | +127.2% | +187.0% | -59.7% | +66.1% |
| All | +104.1% | +108.9% | -4.8% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling