+98.4%
EEM vs PPL
+62.0%
+36.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -11.9% | +5.4% | -17.4% | -13.3% |
| 3M | -8.8% | +4.3% | -13.0% | -10.0% |
| 6M | -11.6% | -1.3% | -10.3% | -11.7% |
| YTD | +9.0% | +4.7% | +4.3% | +6.8% |
| 1Y | +10.6% | +1.3% | +9.3% | +9.4% |
| 3Y | +64.4% | +57.2% | +7.1% | +39.6% |
| 5Y | +31.0% | +48.2% | -17.2% | +12.4% |
| All | +98.4% | +62.0% | +36.4% | +55.1% |
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