+1,365.9%
PFE vs EME
+54,073.4%
-52,707.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.3% |
| 7D | -3.0% | +4.3% | -7.3% | -3.7% |
| 30D | +5.2% | -14.4% | +19.6% | +7.7% |
| 3M | +12.2% | -18.3% | +30.6% | +15.5% |
| 6M | +17.8% | -28.3% | +46.1% | +23.1% |
| YTD | +26.2% | +9.2% | +17.0% | +21.4% |
| 1Y | +23.2% | +4.3% | +18.9% | +19.4% |
| 3Y | +21.3% | +218.6% | -197.4% | -8.5% |
| 5Y | -23.1% | +421.0% | -444.1% | -48.1% |
| 10Y | +50.7% | +928.3% | -877.6% | -14.8% |
| All | +1,365.9% | +54,073.4% | -52,707.6% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling