+32.0%
EMR vs PENG
+130.4%
-98.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.7% |
| 7D | +2.8% | +13.2% | -10.4% | +1.1% |
| 30D | +3.7% | -29.9% | +33.6% | +7.5% |
| 3M | +2.0% | -22.2% | +24.3% | +3.4% |
| 6M | +22.1% | -1.9% | +24.0% | +13.3% |
| YTD | +27.2% | +142.1% | -114.9% | -9.5% |
| 1Y | +32.0% | +151.5% | -119.5% | -6.7% |
| All | +32.0% | +130.4% | -98.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling