+3.9%
PEP vs EEM
+45.8%
-41.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.1% |
| 30D | +0.7% | +4.9% | -4.2% | +0.4% |
| 3M | -0.5% | +5.2% | -5.8% | -1.0% |
| 6M | -11.3% | +20.7% | -32.0% | -13.6% |
| YTD | -0.6% | +26.5% | -27.1% | -3.8% |
| 1Y | +1.7% | +37.8% | -36.2% | -3.0% |
| 3Y | -12.5% | +91.0% | -103.4% | -21.7% |
| 5Y | +3.9% | +47.0% | -43.1% | -4.1% |
| All | +3.9% | +45.8% | -41.9% | -4.1% |
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