+121.1%
EEM vs PWR
+1,844.4%
-1,723.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.7% | +11.3% | -8.6% | -0.6% |
| 30D | -5.4% | -8.9% | +3.5% | -3.6% |
| 3M | -8.6% | -10.5% | +1.9% | -6.6% |
| 6M | -8.9% | -22.2% | +13.3% | -3.5% |
| YTD | +11.9% | +42.7% | -30.8% | -1.5% |
| 1Y | +13.1% | +41.1% | -28.0% | -0.3% |
| 3Y | +70.7% | +242.7% | -172.1% | +10.3% |
| 5Y | +31.8% | +418.5% | -386.8% | -28.5% |
| All | +121.1% | +1,844.4% | -1,723.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling