+979.0%
EME vs PENG
+720.8%
+258.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.3% | -7.0% | +1.3% |
| 7D | +4.3% | +1.9% | +2.4% | +3.4% |
| 30D | -14.4% | -37.8% | +23.4% | -7.3% |
| 3M | -18.3% | -14.1% | -4.2% | -17.5% |
| 6M | -28.3% | +13.1% | -41.5% | -33.0% |
| YTD | +9.2% | +151.8% | -142.6% | -13.1% |
| 1Y | +4.3% | +136.0% | -131.7% | -16.2% |
| 3Y | +218.6% | +217.9% | +0.7% | +135.0% |
| 5Y | +421.0% | +64.1% | +357.0% | +304.5% |
| All | +979.0% | +720.8% | +258.2% | +614.9% |
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