+242.6%
PG vs EMB
+131.9%
+110.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -0.1% | -0.5% | +0.3% | 0.0% |
| 3M | +1.1% | +0.3% | +0.8% | +1.0% |
| 6M | -3.8% | +1.2% | -5.0% | -4.2% |
| YTD | +3.8% | +1.5% | +2.4% | +3.3% |
| 1Y | -5.8% | +4.8% | -10.6% | -7.4% |
| 3Y | +3.0% | +30.4% | -27.3% | -6.9% |
| 5Y | +14.5% | +7.3% | +7.2% | +10.7% |
| 10Y | +117.8% | +29.7% | +88.1% | +98.9% |
| All | +242.6% | +131.9% | +110.7% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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