+250.9%
PM vs EMB
+31.5%
+219.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -6.6% | +0.5% | -7.1% | -7.0% |
| 30D | -3.4% | +0.9% | -4.3% | -4.2% |
| 3M | +5.3% | -2.1% | +7.4% | +7.1% |
| 6M | +15.5% | -2.2% | +17.7% | +17.5% |
| YTD | +24.3% | -0.6% | +24.9% | +24.7% |
| 1Y | +29.7% | +0.2% | +29.5% | +29.2% |
| 3Y | +144.9% | +29.5% | +115.4% | +95.3% |
| 5Y | +159.0% | +8.0% | +151.0% | +147.1% |
| 10Y | +250.9% | +35.3% | +215.6% | +167.5% |
| All | +250.9% | +31.5% | +219.4% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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