-0.7%
PFE vs IEMG
+85.2%
-85.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -4.3% | +1.6% | -5.9% | -4.6% |
| 30D | +2.7% | +4.6% | -1.9% | +1.6% |
| 3M | +10.0% | +4.8% | +5.1% | +8.3% |
| 6M | +7.2% | +16.8% | -9.7% | +0.9% |
| YTD | +17.3% | +24.8% | -7.5% | +7.3% |
| 1Y | +20.3% | +34.3% | -14.0% | +6.7% |
| All | -0.7% | +85.2% | -85.9% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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