+47.0%
EEM vs PCG
+61.3%
-14.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.4% |
| 7D | +3.1% | +5.4% | -2.3% | +2.1% |
| 30D | +4.9% | -15.1% | +20.0% | +7.3% |
| 3M | +5.2% | -9.8% | +15.0% | +6.2% |
| 6M | +20.7% | -18.0% | +38.7% | +24.2% |
| YTD | +26.5% | -7.2% | +33.7% | +26.5% |
| 1Y | +37.8% | +2.9% | +35.0% | +34.4% |
| 3Y | +91.0% | -11.1% | +102.1% | +89.6% |
| 5Y | +47.0% | +61.8% | -14.8% | +21.1% |
| All | +47.0% | +61.3% | -14.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling