+109.8%
EMR vs PENG
+191.6%
-81.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -4.8% | +2.9% |
| 7D | +2.1% | -3.8% | +5.9% | +2.0% |
| 30D | +4.8% | -40.1% | +44.8% | +12.5% |
| 3M | +7.5% | -21.8% | +29.3% | +9.4% |
| 6M | +20.9% | +3.3% | +17.5% | +11.8% |
| YTD | +29.2% | +133.6% | -104.5% | -1.2% |
| 1Y | +33.0% | +110.7% | -77.7% | +3.6% |
| 3Y | +109.8% | +204.3% | -94.5% | +41.1% |
| All | +109.8% | +191.6% | -81.9% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling