+192.1%
PFE vs EMB
+132.1%
+60.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| YTD | +20.2% | +1.6% | +18.6% | +19.3% |
| 1Y | +24.1% | +5.6% | +18.4% | +21.2% |
| 3Y | -3.6% | +29.8% | -33.4% | -13.7% |
| 5Y | -20.9% | +7.3% | -28.1% | -23.8% |
| 10Y | +35.8% | +30.4% | +5.4% | +22.1% |
| All | +192.1% | +132.1% | +60.0% | +136.8% |
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