+32.2%
EEM vs PENG
+66.2%
-33.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.7% |
| 7D | +5.3% | +34.6% | -29.3% | +0.5% |
| 30D | -7.0% | -35.9% | +28.9% | -1.7% |
| 3M | -8.0% | -14.7% | +6.7% | -7.6% |
| 6M | -6.6% | +13.5% | -20.2% | -12.0% |
| YTD | +12.3% | +156.1% | -143.8% | -6.8% |
| 1Y | +12.2% | +141.3% | -129.2% | -6.3% |
| 3Y | +71.2% | +223.4% | -152.2% | +30.9% |
| 5Y | +32.2% | +67.4% | -35.1% | +2.7% |
| All | +32.2% | +66.2% | -33.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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