+60,316.8%
EME vs PPG
+1,071.7%
+59,245.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | +0.9% | -5.1% | +6.1% | +3.9% |
| 30D | -8.4% | -9.6% | +1.2% | -3.3% |
| 3M | -3.6% | -6.4% | +2.8% | -0.7% |
| 6M | +3.6% | +0.5% | +3.0% | +1.8% |
| YTD | +22.5% | +4.4% | +18.1% | +17.1% |
| 1Y | +18.2% | -0.9% | +19.1% | +15.9% |
| 3Y | +238.4% | -17.0% | +255.3% | +257.5% |
| 5Y | +550.5% | -23.7% | +574.2% | +598.5% |
| 10Y | +1,295.3% | +25.9% | +1,269.4% | +986.3% |
| All | +60,316.8% | +1,071.7% | +59,245.1% | +15,269.3% |
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