+125.6%
EMB vs PEG
+215.9%
-90.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | -0.9% | +4.5% | -5.4% | -1.5% |
| 30D | +0.4% | +7.5% | -7.2% | -0.6% |
| 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% | -0.9% |
| 1Y | -0.1% | -4.7% | +4.7% | +0.4% |
| 3Y | +29.6% | +36.5% | -6.9% | +23.5% |
| 5Y | +7.2% | +44.4% | -37.2% | +1.0% |
| 10Y | +35.5% | +170.2% | -134.7% | +18.3% |
| All | +125.6% | +215.9% | -90.3% | +89.0% |
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