+248.9%
EMR vs PENG
+644.0%
-395.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.7% |
| 7D | +0.7% | -16.1% | +16.8% | +3.1% |
| 30D | +3.5% | -41.5% | +45.0% | +12.3% |
| 3M | +5.9% | -19.1% | +25.0% | +7.4% |
| 6M | +19.4% | +0.9% | +18.5% | +11.8% |
| YTD | +27.7% | +128.2% | -100.6% | +0.6% |
| 1Y | +30.9% | +98.6% | -67.7% | +5.7% |
| 3Y | +104.2% | +188.2% | -84.0% | +45.8% |
| 5Y | +89.6% | +55.5% | +34.1% | +42.1% |
| All | +248.9% | +644.0% | -395.1% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling