+20.9%
PFE vs EEM
+70.8%
-49.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +5.3% | -9.3% | +14.7% | +7.2% |
| 3M | +10.1% | -7.1% | +17.2% | +11.3% |
| 6M | +18.0% | -10.4% | +28.4% | +19.7% |
| YTD | +25.8% | +11.3% | +14.5% | +17.9% |
| 1Y | +28.4% | +11.3% | +17.2% | +20.3% |
| 3Y | +20.9% | +69.6% | -48.7% | -2.8% |
| All | +20.9% | +70.8% | -49.9% | -2.8% |
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