+565.3%
PEP vs EEM
+755.2%
-189.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -0.3% | +5.3% | -5.6% | -1.7% |
| 30D | +11.8% | -7.0% | +18.7% | +13.8% |
| 3M | +3.7% | -8.0% | +11.7% | +5.7% |
| 6M | -4.3% | -6.6% | +2.3% | -3.6% |
| YTD | +2.1% | +12.3% | -10.2% | -2.9% |
| 1Y | +2.5% | +12.2% | -9.6% | -2.5% |
| 3Y | -5.0% | +71.2% | -76.3% | -21.0% |
| 5Y | +2.9% | +32.2% | -29.4% | -8.5% |
| 10Y | +87.9% | +120.3% | -32.4% | +41.4% |
| All | +565.3% | +755.2% | -189.9% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling