+35.6%
PFE vs EME
-3.1%
+38.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.3% | +1.9% |
| 7D | +4.6% | -5.8% | +10.3% | +4.1% |
| 30D | +12.3% | -17.9% | +30.2% | +10.9% |
| 3M | +21.2% | -22.0% | +43.2% | +19.5% |
| 6M | +21.1% | -29.7% | +50.8% | +20.1% |
| YTD | +30.0% | +4.7% | +25.3% | +24.8% |
| 1Y | +35.6% | -2.1% | +37.7% | +31.4% |
| All | +35.6% | -3.1% | +38.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling