+79.1%
PEP vs EEM
+128.0%
-48.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.7% | +2.0% | -3.7% | -2.2% |
| 30D | +0.3% | +5.1% | -4.8% | -1.1% |
| 3M | -3.2% | +4.6% | -7.8% | -5.0% |
| 6M | -13.6% | +17.8% | -31.3% | -18.9% |
| YTD | -1.9% | +25.8% | -27.7% | -10.1% |
| 1Y | -0.6% | +36.4% | -37.0% | -11.6% |
| 3Y | -13.6% | +90.0% | -103.6% | -32.7% |
| 5Y | +3.2% | +46.6% | -43.3% | -11.4% |
| 10Y | +79.1% | +132.3% | -53.2% | +19.6% |
| All | +79.1% | +128.0% | -48.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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