+132.3%
EEM vs PCG
-76.0%
+208.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | -0.2% |
| 7D | +2.0% | +6.5% | -4.5% | +1.5% |
| 30D | +5.1% | -16.7% | +21.8% | +6.2% |
| 3M | +4.6% | -14.2% | +18.7% | +5.4% |
| 6M | +17.8% | -21.5% | +39.2% | +19.4% |
| YTD | +25.8% | -11.2% | +37.0% | +26.4% |
| 1Y | +36.4% | -4.2% | +40.6% | +36.2% |
| 3Y | +90.0% | -14.9% | +104.9% | +90.7% |
| 5Y | +46.6% | +54.2% | -7.7% | +41.4% |
| 10Y | +132.3% | -75.3% | +207.6% | +131.9% |
| All | +132.3% | -76.0% | +208.3% | +131.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling