+132.3%
EEM vs PWR
+2,367.8%
-2,235.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +2.0% | +2.7% | -0.7% | +1.2% |
| 30D | +5.1% | -5.1% | +10.2% | +6.5% |
| 3M | +4.6% | -9.4% | +14.0% | +7.0% |
| 6M | +17.8% | +10.4% | +7.4% | +13.2% |
| YTD | +25.8% | +48.6% | -22.8% | +10.6% |
| 1Y | +36.4% | +68.0% | -31.6% | +15.1% |
| 3Y | +90.0% | +204.7% | -114.7% | +28.7% |
| 5Y | +46.6% | +451.9% | -405.4% | -21.1% |
| 10Y | +132.3% | +2,425.3% | -2,293.1% | -36.0% |
| All | +132.3% | +2,367.8% | -2,235.6% | -36.0% |
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