+205.9%
PFE vs EMB
+127.1%
+78.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -0.7% | +0.5% | -1.2% | -0.9% |
| 30D | +5.3% | +0.9% | +4.4% | +4.9% |
| 3M | +10.1% | -2.1% | +12.2% | +11.2% |
| 6M | +18.0% | -2.2% | +20.2% | +19.2% |
| YTD | +25.8% | -0.6% | +26.4% | +26.2% |
| 1Y | +28.4% | +0.2% | +28.2% | +28.4% |
| 3Y | +20.9% | +29.5% | -8.6% | +8.3% |
| 5Y | -21.5% | +8.0% | -29.5% | -24.6% |
| 10Y | +46.2% | +35.3% | +10.9% | +30.4% |
| All | +205.9% | +127.1% | +78.7% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling