+1,150.6%
EME vs PENG
+755.0%
+395.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +5.2% | +7.8% | -2.6% | +3.6% |
| 30D | -5.4% | -12.2% | +6.8% | -3.1% |
| 3M | -6.1% | -20.6% | +14.5% | -3.7% |
| 6M | +9.7% | +180.9% | -171.3% | -12.5% |
| YTD | +26.6% | +162.3% | -135.7% | +1.8% |
| 1Y | +24.6% | +107.3% | -82.6% | +3.9% |
| 3Y | +249.6% | +110.8% | +138.8% | +173.1% |
| 5Y | +556.6% | +117.8% | +438.7% | +394.9% |
| All | +1,150.6% | +755.0% | +395.6% | +737.1% |
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 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