+763.1%
PM vs EMB
+130.7%
+632.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -3.4% | -0.3% | -3.1% | -3.2% |
| 3M | +5.2% | -0.4% | +5.6% | +5.4% |
| 6M | +3.7% | +0.1% | +3.6% | +3.6% |
| YTD | +15.8% | +1.6% | +14.2% | +14.6% |
| 1Y | +17.4% | +5.6% | +11.8% | +13.5% |
| 3Y | +116.9% | +29.8% | +87.1% | +85.3% |
| 5Y | +117.3% | +7.3% | +110.0% | +107.1% |
| 10Y | +193.8% | +30.4% | +163.3% | +152.6% |
| All | +763.1% | +130.7% | +632.4% | +572.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling