+4,297.9%
EMR vs PEG
+2,979.7%
+1,318.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | +2.7% | +2.3% | +0.3% | +1.6% |
| 30D | +2.1% | +6.1% | -4.1% | -0.7% |
| 3M | +2.3% | -0.5% | +2.8% | +2.2% |
| 6M | +22.5% | -3.2% | +25.7% | +23.8% |
| YTD | +27.2% | -4.4% | +31.6% | +28.8% |
| 1Y | +28.0% | -7.4% | +35.4% | +31.5% |
| 3Y | +103.4% | +33.9% | +69.5% | +73.9% |
| 5Y | +88.2% | +42.3% | +45.9% | +55.0% |
| 10Y | +281.7% | +166.4% | +115.3% | +133.4% |
| All | +4,297.9% | +2,979.7% | +1,318.2% | +814.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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