+35.6%
PFE vs EMB
+29.2%
+6.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +10.2% | -0.3% | +10.5% | +10.4% |
| 3M | +12.7% | -0.4% | +13.1% | +12.9% |
| 6M | +10.5% | +0.1% | +10.4% | +10.4% |
| YTD | +20.2% | +1.6% | +18.6% | +19.0% |
| 1Y | +24.1% | +5.6% | +18.4% | +20.2% |
| 3Y | -3.6% | +29.8% | -33.4% | -16.6% |
| 5Y | -20.9% | +7.3% | -28.1% | -24.0% |
| All | +35.6% | +29.2% | +6.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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