+29.8%
EEM vs PCG
+13.7%
+16.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.5% |
| 30D | -11.9% | +1.4% | -13.3% | -12.2% |
| 3M | -8.8% | -23.4% | +14.6% | -5.0% |
| 6M | -11.6% | -19.4% | +7.7% | -9.4% |
| YTD | +9.0% | -18.5% | +27.5% | +11.5% |
| 1Y | +10.6% | -19.5% | +30.1% | +13.3% |
| 3Y | +64.4% | -21.0% | +85.3% | +66.3% |
| All | +29.8% | +13.7% | +16.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling