+0.7%
PFE vs EME
+240.5%
-239.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.2% |
| 7D | +1.8% | +1.9% | -0.1% | +1.8% |
| 30D | +10.2% | -8.3% | +18.5% | +10.2% |
| 3M | +12.7% | -10.7% | +23.4% | +12.8% |
| 6M | +10.5% | +1.9% | +8.6% | +10.4% |
| YTD | +20.2% | +23.5% | -3.3% | +19.4% |
| 1Y | +24.1% | +18.0% | +6.1% | +23.3% |
| All | +0.7% | +240.5% | -239.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling