-2.1%
EME vs PENG
+120.5%
-122.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.1% | -0.5% | -7.5% |
| 7D | -5.8% | -20.5% | +14.7% | -1.1% |
| 30D | -17.9% | -20.4% | +2.4% | -14.6% |
| 3M | -22.0% | -16.4% | -5.6% | -20.3% |
| 6M | -29.7% | +49.2% | -78.9% | -38.5% |
| YTD | +4.7% | +147.2% | -142.5% | -21.2% |
| 1Y | -2.1% | +124.7% | -126.8% | -24.2% |
| All | -2.1% | +120.5% | -122.6% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling