+854.3%
EEM vs PPL
+476.3%
+378.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | +2.7% | -0.3% | +0.8% |
| 30D | +4.5% | +0.5% | +4.1% | +4.2% |
| 3M | -0.1% | +0.7% | -0.7% | -1.1% |
| 6M | +16.9% | -7.6% | +24.5% | +21.0% |
| YTD | +26.2% | +1.8% | +24.4% | +23.4% |
| 1Y | +40.5% | -0.8% | +41.3% | +38.9% |
| 3Y | +86.2% | +56.9% | +29.3% | +37.9% |
| 5Y | +45.5% | +39.5% | +5.9% | +12.9% |
| 10Y | +128.6% | +55.4% | +73.2% | +49.6% |
| All | +854.3% | +476.3% | +378.0% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling