+563.5%
PEP vs EEM
+753.6%
-190.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | +1.0% | -0.1% | +1.2% | +1.0% |
| 30D | +12.6% | -8.6% | +21.3% | +15.2% |
| 3M | +3.1% | -7.0% | +10.2% | +4.8% |
| 6M | -6.3% | -9.7% | +3.4% | -4.7% |
| YTD | +1.9% | +12.1% | -10.3% | -3.1% |
| 1Y | +3.3% | +14.1% | -10.8% | -2.2% |
| 3Y | -4.8% | +72.1% | -77.0% | -21.0% |
| 5Y | +2.0% | +34.1% | -32.0% | -9.6% |
| 10Y | +80.3% | +109.6% | -29.3% | +37.6% |
| All | +563.5% | +753.6% | -190.1% | +249.1% |
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 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