-21.4%
PFE vs EME
+544.7%
-566.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -4.3% | +2.7% | -7.0% | -4.4% |
| 30D | +2.7% | -6.8% | +9.5% | +2.9% |
| 3M | +10.0% | -8.8% | +18.8% | +10.3% |
| 6M | +7.2% | +5.0% | +2.2% | +6.5% |
| YTD | +17.3% | +23.5% | -6.2% | +15.2% |
| 1Y | +20.3% | +21.3% | -1.0% | +17.9% |
| 3Y | -1.6% | +241.1% | -242.7% | -16.0% |
| 5Y | -21.4% | +549.2% | -570.5% | -43.0% |
| All | -21.4% | +544.7% | -566.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling