+6.1%
EMB vs PENG
+42.1%
-36.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -0.5% |
| 7D | -0.1% | -19.4% | +19.4% | +0.6% |
| 30D | +1.3% | -42.4% | +43.7% | +3.4% |
| 3M | -2.7% | -25.6% | +22.9% | -2.1% |
| 6M | -2.8% | +7.3% | -10.1% | -5.2% |
| YTD | -1.1% | +113.9% | -115.0% | -7.6% |
| 1Y | 0.0% | +93.6% | -93.6% | -6.1% |
| 3Y | +28.8% | +170.2% | -141.4% | +15.6% |
| All | +6.1% | +42.1% | -36.0% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling