+1,344.7%
EME vs PPG
+26.9%
+1,317.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +3.5% | -6.2% | +9.8% | +7.0% |
| 30D | -6.3% | -7.9% | +1.6% | -2.3% |
| 3M | -3.8% | -10.2% | +6.5% | +1.1% |
| 6M | +8.5% | +2.7% | +5.8% | +5.5% |
| YTD | +27.8% | +4.9% | +22.9% | +22.0% |
| 1Y | +22.2% | -3.2% | +25.4% | +21.5% |
| 3Y | +253.5% | -17.0% | +270.5% | +273.0% |
| 5Y | +578.6% | -23.3% | +602.0% | +629.3% |
| All | +1,344.7% | +26.9% | +1,317.8% | +1,020.7% |
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