+62.7%
EMR vs PENG
+115.2%
-52.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.7% |
| 7D | -1.5% | +4.5% | -6.1% | -2.3% |
| 30D | -5.6% | -7.1% | +1.5% | -4.7% |
| 3M | +7.9% | -27.3% | +35.2% | +10.8% |
| 6M | +6.0% | +169.6% | -163.6% | -16.1% |
| YTD | +16.4% | +164.6% | -148.2% | -7.9% |
| 1Y | +16.6% | +109.5% | -92.9% | -4.6% |
| 3Y | +62.9% | +98.9% | -36.1% | +25.2% |
| All | +62.7% | +115.2% | -52.5% | +19.1% |
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