+131.4%
EMB vs PPG
+369.8%
-238.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.5% | -7.8% | +7.3% | +0.5% |
| 3M | +0.3% | -2.2% | +2.5% | +0.4% |
| 6M | +1.2% | +4.1% | -3.0% | +0.4% |
| YTD | +1.5% | +9.1% | -7.6% | 0.0% |
| 1Y | +4.8% | +1.0% | +3.8% | +4.2% |
| 3Y | +30.4% | -13.3% | +43.6% | +31.1% |
| 5Y | +7.3% | -19.2% | +26.5% | +7.7% |
| 10Y | +29.7% | +25.9% | +3.8% | +22.5% |
| All | +131.4% | +369.8% | -238.4% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling