+127.9%
EMB vs PEG
+209.3%
-81.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.6% |
| 30D | +1.5% | +5.0% | -3.5% | +0.9% |
| 3M | -1.6% | -0.3% | -1.2% | -1.6% |
| 6M | -1.5% | -2.7% | +1.2% | -1.3% |
| YTD | -0.1% | -5.1% | +5.0% | +0.4% |
| 1Y | +0.5% | -8.3% | +8.8% | +1.4% |
| 3Y | +30.2% | +33.0% | -2.8% | +24.5% |
| 5Y | +8.6% | +41.3% | -32.7% | +2.6% |
| 10Y | +36.9% | +164.5% | -127.7% | +19.9% |
| All | +127.9% | +209.3% | -81.3% | +91.4% |
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