+851.2%
EEM vs PPG
+709.1%
+142.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | +2.0% | -3.7% | +5.7% | +4.4% |
| 30D | +5.1% | -7.2% | +12.3% | +9.9% |
| 3M | +4.6% | -7.3% | +11.9% | +8.7% |
| 6M | +17.8% | +0.3% | +17.5% | +15.8% |
| YTD | +25.8% | +6.5% | +19.3% | +18.3% |
| 1Y | +36.4% | +0.5% | +35.9% | +32.1% |
| 3Y | +90.0% | -15.3% | +105.3% | +99.0% |
| 5Y | +46.6% | -22.9% | +69.5% | +54.9% |
| 10Y | +132.3% | +28.4% | +103.9% | +50.2% |
| All | +851.2% | +709.1% | +142.1% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling