+3,912.1%
EMR vs PEG
+2,907.1%
+1,005.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -5.6% | -2.4% | -3.2% | -4.6% |
| 3M | +7.9% | -4.8% | +12.7% | +10.1% |
| 6M | +6.0% | -10.7% | +16.7% | +11.3% |
| YTD | +16.4% | -6.7% | +23.1% | +19.5% |
| 1Y | +16.6% | -6.8% | +23.5% | +19.6% |
| 3Y | +62.9% | +34.5% | +28.4% | +39.0% |
| 5Y | +60.1% | +35.8% | +24.3% | +34.9% |
| 10Y | +268.7% | +141.7% | +127.0% | +135.3% |
| All | +3,912.1% | +2,907.1% | +1,005.0% | +745.5% |
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