+43.6%
EEM vs PEG
+35.4%
+8.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | +2.4% | -2.8% | +5.2% | +3.0% |
| 3M | +4.2% | -6.9% | +11.1% | +5.6% |
| 6M | +14.8% | -11.4% | +26.2% | +17.6% |
| YTD | +23.1% | -7.4% | +30.5% | +24.8% |
| 1Y | +32.5% | -8.3% | +40.8% | +34.5% |
| 3Y | +85.9% | +31.5% | +54.3% | +71.2% |
| 5Y | +43.6% | +38.0% | +5.6% | +29.5% |
| All | +43.6% | +35.4% | +8.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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