+29.7%
EMB vs PEG
+148.3%
-118.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | -1.1% | -2.8% | +1.7% | -0.6% |
| 3M | -0.8% | -6.9% | +6.2% | +0.5% |
| 6M | -0.1% | -11.4% | +11.3% | +2.1% |
| YTD | +0.4% | -7.4% | +7.8% | +1.6% |
| 1Y | +3.3% | -8.3% | +11.5% | +4.6% |
| 3Y | +29.0% | +31.5% | -2.5% | +20.4% |
| 5Y | +6.3% | +38.0% | -31.6% | -2.5% |
| All | +29.7% | +148.3% | -118.6% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling