+374.7%
EME vs PENG
+42.1%
+332.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.4% | -10.2% | -0.6% |
| 7D | -10.5% | -19.4% | +9.0% | -6.6% |
| 30D | -22.4% | -42.4% | +20.0% | -13.3% |
| 3M | -24.7% | -25.6% | +1.0% | -21.4% |
| 6M | -35.5% | +7.3% | -42.7% | -40.1% |
| YTD | -0.3% | +113.9% | -114.2% | -22.1% |
| 1Y | -6.7% | +93.6% | -100.3% | -25.6% |
| 3Y | +190.6% | +170.2% | +20.4% | +105.9% |
| All | +374.7% | +42.1% | +332.5% | +250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling