+45.0%
EEM vs PPG
-24.1%
+69.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | -6.2% | +5.0% | +1.1% |
| 30D | +2.1% | -7.9% | +10.0% | +5.2% |
| 3M | +1.0% | -10.2% | +11.2% | +4.7% |
| 6M | +15.9% | +2.7% | +13.3% | +14.0% |
| YTD | +24.6% | +4.9% | +19.8% | +21.3% |
| 1Y | +32.3% | -3.2% | +35.5% | +32.2% |
| 3Y | +85.9% | -17.0% | +102.9% | +93.3% |
| All | +45.0% | -24.1% | +69.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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