+956.6%
EME vs PENG
+661.7%
+294.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.3% | -1.9% | +5.5% |
| 7D | -4.4% | -3.8% | -0.6% | -4.1% |
| 30D | -17.3% | -40.1% | +22.8% | -9.7% |
| 3M | -20.0% | -21.8% | +1.8% | -17.8% |
| 6M | -29.1% | +3.3% | -32.4% | -32.4% |
| YTD | +6.9% | +133.6% | -126.7% | -13.6% |
| 1Y | +0.8% | +110.7% | -109.9% | -17.2% |
| 3Y | +214.4% | +204.3% | +10.1% | +134.2% |
| 5Y | +404.2% | +54.4% | +349.8% | +296.5% |
| All | +956.6% | +661.7% | +294.9% | +610.8% |
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