+856.1%
EEM vs PEG
+869.9%
-13.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | +3.1% | +1.0% | +2.1% | +2.5% |
| 30D | +4.9% | -1.9% | +6.7% | +5.9% |
| 3M | +5.2% | -3.7% | +8.9% | +7.1% |
| 6M | +20.7% | -9.4% | +30.1% | +26.7% |
| YTD | +26.5% | -6.0% | +32.5% | +29.7% |
| 1Y | +37.8% | -4.4% | +42.2% | +39.4% |
| 3Y | +91.0% | +33.5% | +57.4% | +54.1% |
| 5Y | +47.0% | +35.7% | +11.3% | +13.9% |
| 10Y | +125.6% | +140.4% | -14.8% | +9.0% |
| All | +856.1% | +869.9% | -13.9% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling