+32.5%
PFE vs EEM
+130.4%
-97.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | +3.9% | +2.4% | +1.5% | +3.0% |
| 3M | +9.9% | +4.2% | +5.7% | +7.8% |
| 6M | +5.3% | +14.8% | -9.5% | -0.8% |
| YTD | +16.8% | +23.1% | -6.3% | +7.1% |
| 1Y | +20.4% | +32.5% | -12.1% | +7.5% |
| 3Y | -2.1% | +85.9% | -88.0% | -23.1% |
| 5Y | -21.0% | +43.6% | -64.5% | -32.5% |
| All | +32.5% | +130.4% | -97.9% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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