+156.7%
PFE vs EEM
+747.2%
-590.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | +5.3% | -9.3% | +14.7% | +9.0% |
| 3M | +10.1% | -7.1% | +17.2% | +12.7% |
| 6M | +18.0% | -10.4% | +28.4% | +21.4% |
| YTD | +25.8% | +11.3% | +14.5% | +18.5% |
| 1Y | +28.4% | +11.3% | +17.2% | +21.0% |
| 3Y | +20.9% | +69.6% | -48.7% | -3.9% |
| 5Y | -21.5% | +33.6% | -55.1% | -32.5% |
| 10Y | +46.2% | +114.1% | -67.9% | +1.4% |
| All | +156.7% | +747.2% | -590.5% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling