+238.7%
EMR vs PENG
+520.3%
-281.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -23.0% | +18.4% | -0.4% |
| 7D | -4.8% | -36.7% | +31.9% | +2.5% |
| 30D | +0.7% | -42.0% | +42.8% | +9.4% |
| 3M | +0.4% | -33.2% | +33.6% | +5.5% |
| 6M | +18.4% | +2.1% | +16.3% | +10.3% |
| YTD | +23.9% | +90.3% | -66.4% | +1.1% |
| 1Y | +24.7% | +67.7% | -43.0% | +4.0% |
| 3Y | +86.4% | +154.2% | -67.8% | +36.2% |
| 5Y | +83.3% | +28.3% | +55.0% | +42.5% |
| All | +238.7% | +520.3% | -281.7% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling