+724.1%
EEM vs PPL
+492.5%
+231.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -11.9% | +5.4% | -17.4% | -14.7% |
| 3M | -8.8% | +4.3% | -13.0% | -11.2% |
| 6M | -11.6% | -1.3% | -10.3% | -11.9% |
| YTD | +9.0% | +4.7% | +4.3% | +4.7% |
| 1Y | +10.6% | +1.3% | +9.3% | +8.0% |
| 3Y | +64.4% | +57.2% | +7.1% | +21.7% |
| 5Y | +31.0% | +48.2% | -17.2% | -2.0% |
| 10Y | +105.6% | +62.7% | +42.9% | +30.5% |
| All | +724.1% | +492.5% | +231.6% | +173.1% |
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 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