+29.6%
EMB vs PPG
+26.9%
+2.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -1.2% | -6.2% | +5.1% | -0.1% |
| 30D | -1.3% | -7.9% | +6.7% | +0.1% |
| 3M | -1.8% | -10.2% | +8.4% | -0.1% |
| 6M | +0.2% | +2.7% | -2.5% | -0.7% |
| YTD | +0.4% | +4.9% | -4.5% | -1.2% |
| 1Y | +2.8% | -3.2% | +6.0% | +2.6% |
| 3Y | +29.1% | -17.0% | +46.1% | +31.3% |
| 5Y | +6.3% | -23.3% | +29.6% | +7.8% |
| All | +29.6% | +26.9% | +2.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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