+6.9%
EMB vs PEG
+33.9%
-27.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.3% | -1.7% | +1.5% | 0.0% |
| 3M | -0.3% | -6.8% | +6.5% | +0.8% |
| 6M | +0.7% | -11.4% | +12.1% | +2.7% |
| YTD | +1.3% | -7.2% | +8.5% | +2.3% |
| 1Y | +4.7% | -6.1% | +10.8% | +5.4% |
| 3Y | +30.1% | +31.8% | -1.7% | +20.5% |
| 5Y | +6.9% | +35.6% | -28.7% | -2.6% |
| All | +6.9% | +33.9% | -27.0% | -2.6% |
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