+36.4%
EEM vs PCG
-1.5%
+37.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.7% | -0.4% |
| 7D | +2.0% | +6.5% | -4.5% | +1.8% |
| 30D | +5.1% | -16.7% | +21.8% | +5.5% |
| 3M | +4.6% | -14.2% | +18.7% | +4.7% |
| 6M | +17.8% | -21.5% | +39.2% | +19.6% |
| YTD | +25.8% | -11.2% | +37.0% | +27.8% |
| 1Y | +36.4% | -4.2% | +40.6% | +38.3% |
| All | +36.4% | -1.5% | +37.9% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling