+24.8%
EMB vs PENG
+520.3%
-495.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -23.0% | +22.5% | +0.6% |
| 7D | -0.3% | -36.7% | +36.4% | +1.6% |
| 30D | +1.1% | -42.0% | +43.1% | +3.3% |
| 3M | -2.9% | -33.2% | +30.3% | -1.7% |
| 6M | -2.1% | +2.1% | -4.2% | -4.1% |
| YTD | -1.1% | +90.3% | -91.4% | -6.8% |
| 1Y | +0.3% | +67.7% | -67.3% | -4.9% |
| 3Y | +27.7% | +154.2% | -126.5% | +16.0% |
| 5Y | +6.0% | +28.3% | -22.3% | -2.4% |
| All | +24.8% | +520.3% | -495.5% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling