+854.3%
EEM vs PCG
+64.6%
+789.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | +2.3% | -13.9% | +16.2% | +4.3% |
| 30D | +4.5% | -16.9% | +21.4% | +7.0% |
| 3M | -0.1% | -14.7% | +14.7% | +1.7% |
| 6M | +16.9% | -23.8% | +40.8% | +21.1% |
| YTD | +26.2% | -10.5% | +36.7% | +27.2% |
| 1Y | +40.5% | -5.1% | +45.6% | +40.1% |
| 3Y | +86.2% | -11.6% | +97.8% | +86.2% |
| 5Y | +45.5% | +59.0% | -13.6% | +31.3% |
| 10Y | +128.6% | -75.7% | +204.4% | +200.8% |
| All | +854.3% | +64.6% | +789.7% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling