+50.7%
PFE vs EME
+948.4%
-897.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.1% |
| 7D | -3.0% | +4.3% | -7.3% | -3.5% |
| 30D | +5.2% | -14.4% | +19.6% | +6.9% |
| 3M | +12.2% | -18.3% | +30.6% | +14.4% |
| 6M | +17.8% | -28.3% | +46.1% | +21.7% |
| YTD | +26.2% | +9.2% | +17.0% | +22.2% |
| 1Y | +23.2% | +4.3% | +18.9% | +20.0% |
| 3Y | +21.3% | +218.6% | -197.4% | -7.0% |
| 5Y | -23.1% | +421.0% | -444.1% | -47.9% |
| 10Y | +50.7% | +928.3% | -877.6% | -15.0% |
| All | +50.7% | +948.4% | -897.7% | -15.0% |
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