+0.7%
PFE vs EEM
+90.7%
-90.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.6% |
| 7D | +1.8% | +2.3% | -0.6% | +1.2% |
| 30D | +10.2% | +4.5% | +5.7% | +9.1% |
| 3M | +12.7% | -0.1% | +12.7% | +12.4% |
| 6M | +10.5% | +16.9% | -6.4% | +4.2% |
| YTD | +20.2% | +26.2% | -6.1% | +9.7% |
| 1Y | +24.1% | +40.5% | -16.4% | +8.6% |
| All | +0.7% | +90.7% | -90.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling