+36.2%
EMB vs PEG
+171.2%
-135.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | -0.9% | +4.5% | -5.4% | -1.7% |
| 30D | +0.4% | +7.5% | -7.2% | -1.0% |
| 3M | -3.1% | +0.8% | -4.0% | -3.3% |
| 6M | -2.1% | 0.0% | -2.1% | -2.2% |
| YTD | -1.1% | -3.0% | +2.0% | -0.8% |
| 1Y | -0.1% | -4.7% | +4.7% | +0.5% |
| 3Y | +29.6% | +36.5% | -6.9% | +20.1% |
| 5Y | +7.2% | +44.4% | -37.2% | -2.4% |
| All | +36.2% | +171.2% | -135.1% | +8.1% |
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