+418.9%
EME vs PENG
+56.5%
+362.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.8% |
| 7D | +8.4% | +13.2% | -4.9% | +5.2% |
| 30D | -11.5% | -29.9% | +18.4% | -5.3% |
| 3M | -20.6% | -22.2% | +1.6% | -18.0% |
| 6M | -28.5% | -1.9% | -26.6% | -32.1% |
| YTD | +8.0% | +142.1% | -134.1% | -18.1% |
| 1Y | +6.8% | +151.5% | -144.8% | -19.9% |
| 3Y | +213.9% | +206.9% | +7.0% | +115.7% |
| All | +418.9% | +56.5% | +362.4% | +268.3% |
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