+32.8%
PFE vs EME
+1,362.1%
-1,329.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.1% | -0.3% |
| 7D | -2.6% | +3.5% | -6.1% | -3.0% |
| 30D | +5.4% | -6.3% | +11.7% | +6.1% |
| 3M | +7.8% | -3.8% | +11.5% | +7.7% |
| 6M | +5.0% | +8.5% | -3.5% | +2.9% |
| YTD | +17.1% | +27.8% | -10.7% | +11.5% |
| 1Y | +19.3% | +22.2% | -2.9% | +13.7% |
| 3Y | -0.9% | +253.5% | -254.4% | -25.0% |
| 5Y | -20.8% | +578.6% | -599.4% | -49.0% |
| All | +32.8% | +1,362.1% | -1,329.3% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling