+109.6%
EEM vs PPL
+62.1%
+47.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | -0.1% | -1.2% | +1.1% | +0.2% |
| 30D | -8.6% | +4.2% | -12.9% | -9.8% |
| 3M | -7.0% | +1.5% | -8.5% | -7.6% |
| 6M | -9.7% | +1.0% | -10.8% | -10.4% |
| YTD | +12.1% | +4.4% | +7.7% | +9.9% |
| 1Y | +14.1% | +0.8% | +13.3% | +13.0% |
| 3Y | +72.1% | +56.5% | +15.7% | +46.6% |
| 5Y | +34.1% | +47.7% | -13.6% | +15.3% |
| 10Y | +109.6% | +64.4% | +45.2% | +62.7% |
| All | +109.6% | +62.1% | +47.5% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling