+198.6%
PM vs EMB
+29.2%
+169.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -2.6% | -0.5% | -2.1% | -2.1% |
| 3M | +5.8% | +0.3% | +5.5% | +5.5% |
| 6M | +10.6% | +1.2% | +9.4% | +9.3% |
| YTD | +17.2% | +1.5% | +15.7% | +15.6% |
| 1Y | +17.6% | +4.8% | +12.8% | +12.9% |
| 3Y | +124.3% | +30.4% | +93.9% | +77.4% |
| 5Y | +125.1% | +7.3% | +117.8% | +117.2% |
| 10Y | +198.6% | +29.7% | +168.9% | +137.3% |
| All | +198.6% | +29.2% | +169.4% | +137.3% |
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