+119.7%
EEM vs PSX
+1,159.1%
-1,039.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +3.1% | +2.8% | +0.3% | +2.3% |
| 30D | +4.9% | +27.8% | -22.9% | -1.7% |
| 3M | +5.2% | +42.0% | -36.8% | -4.4% |
| 6M | +20.7% | +58.1% | -37.4% | +5.9% |
| YTD | +26.5% | +105.0% | -78.6% | +3.0% |
| 1Y | +37.8% | +104.9% | -67.1% | +11.9% |
| 3Y | +91.0% | +134.1% | -43.1% | +45.7% |
| 5Y | +47.0% | +363.8% | -316.8% | -11.6% |
| 10Y | +125.6% | +370.1% | -244.5% | +23.0% |
| All | +119.7% | +1,159.1% | -1,039.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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