+1,119.8%
EME vs PENG
+762.7%
+357.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.5% |
| 7D | +1.9% | +4.5% | -2.7% | +1.0% |
| 30D | -8.3% | -7.1% | -1.2% | -7.1% |
| 3M | -10.7% | -27.3% | +16.5% | -7.3% |
| 6M | +1.9% | +169.6% | -167.7% | -18.1% |
| YTD | +23.5% | +164.6% | -141.2% | -0.9% |
| 1Y | +18.0% | +109.5% | -91.5% | -1.9% |
| 3Y | +236.1% | +98.9% | +137.2% | +165.1% |
| 5Y | +527.9% | +116.3% | +411.6% | +373.3% |
| All | +1,119.8% | +762.7% | +357.2% | +715.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling