+91.0%
EEM vs PCG
-12.4%
+103.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | +2.3% | -13.9% | +16.2% | +3.8% |
| 30D | +4.5% | -16.9% | +21.4% | +6.4% |
| 3M | -0.1% | -14.7% | +14.7% | +1.2% |
| 6M | +16.9% | -23.8% | +40.8% | +20.8% |
| YTD | +26.2% | -10.5% | +36.7% | +26.8% |
| 1Y | +40.5% | -5.1% | +45.6% | +39.5% |
| All | +91.0% | -12.4% | +103.4% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling