+37.6%
EEM vs PPL
+0.9%
+36.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | +2.7% | -0.3% | +2.6% |
| 30D | +4.5% | +0.5% | +4.1% | +4.6% |
| 3M | -0.1% | +0.7% | -0.7% | -0.1% |
| 6M | +16.9% | -7.6% | +24.5% | +17.5% |
| YTD | +26.2% | +1.8% | +24.4% | +26.4% |
| All | +37.6% | +0.9% | +36.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling