+2.0%
PEP vs EEM
+33.5%
-31.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | +12.6% | -8.6% | +21.3% | +13.1% |
| 3M | +3.1% | -7.0% | +10.2% | +3.4% |
| 6M | -6.3% | -9.7% | +3.4% | -6.0% |
| YTD | +1.9% | +12.1% | -10.3% | -0.9% |
| 1Y | +3.3% | +14.1% | -10.8% | +0.2% |
| 3Y | -4.8% | +72.1% | -77.0% | -14.8% |
| 5Y | +2.0% | +34.1% | -32.0% | -4.8% |
| All | +2.0% | +33.5% | -31.4% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling