+25.4%
EMB vs PENG
+597.2%
-571.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -0.6% |
| 7D | -0.1% | -19.4% | +19.4% | +0.7% |
| 30D | +1.3% | -42.4% | +43.7% | +3.6% |
| 3M | -2.2% | -25.6% | +23.4% | -1.6% |
| 6M | -2.3% | +7.3% | -9.6% | -4.6% |
| YTD | -0.6% | +113.9% | -114.5% | -6.9% |
| 1Y | +0.5% | +93.6% | -93.1% | -5.5% |
| 3Y | +29.4% | +170.2% | -140.8% | +17.3% |
| 5Y | +6.5% | +44.2% | -37.7% | -2.5% |
| All | +25.4% | +597.2% | -571.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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