+32.9%
PFE vs EMR
+268.7%
-235.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | +3.1% | -5.7% | -3.4% |
| 30D | +3.8% | -3.5% | +7.4% | +4.7% |
| 3M | +10.4% | +9.8% | +0.6% | +7.4% |
| 6M | +6.3% | +10.8% | -4.5% | +2.7% |
| YTD | +17.4% | +15.9% | +1.4% | +11.7% |
| 1Y | +21.1% | +16.4% | +4.7% | +15.0% |
| 3Y | -1.6% | +62.1% | -63.7% | -16.1% |
| 5Y | -22.2% | +62.9% | -85.1% | -34.6% |
| 10Y | +32.9% | +267.8% | -234.9% | -18.5% |
| All | +32.9% | +268.7% | -235.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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