+253.5%
EME vs PPG
-17.4%
+270.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +3.5% | -6.2% | +9.8% | +6.0% |
| 30D | -6.3% | -7.9% | +1.6% | -3.5% |
| 3M | -3.8% | -10.2% | +6.5% | -0.3% |
| 6M | +8.5% | +2.7% | +5.8% | +6.4% |
| YTD | +27.8% | +4.9% | +22.9% | +23.4% |
| 1Y | +22.2% | -3.2% | +25.4% | +21.5% |
| 3Y | +253.5% | -17.0% | +270.5% | +253.4% |
| All | +253.5% | -17.4% | +270.8% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling