+83.4%
EMR vs PENG
+42.1%
+41.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.5% | -2.2% |
| 7D | -1.6% | -19.4% | +17.9% | +1.1% |
| 30D | +2.0% | -42.4% | +44.4% | +10.2% |
| 3M | +3.8% | -25.6% | +29.5% | +6.6% |
| 6M | +10.5% | +7.3% | +3.2% | +1.9% |
| YTD | +23.7% | +113.9% | -90.1% | -1.3% |
| 1Y | +25.4% | +93.6% | -68.2% | +1.7% |
| 3Y | +86.6% | +170.2% | -83.7% | +35.4% |
| All | +83.4% | +42.1% | +41.2% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling