+143.4%
PEG vs EME
+1,362.1%
-1,218.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.0% |
| 7D | -0.9% | +3.5% | -4.4% | -1.6% |
| 30D | -3.7% | -6.3% | +2.6% | -2.5% |
| 3M | -7.3% | -3.8% | -3.5% | -7.2% |
| 6M | -10.5% | +8.5% | -19.0% | -13.2% |
| YTD | -7.5% | +27.8% | -35.3% | -13.9% |
| 1Y | -8.7% | +22.2% | -30.9% | -15.1% |
| 3Y | +31.4% | +253.5% | -222.1% | -8.1% |
| 5Y | +37.8% | +578.6% | -540.8% | -19.5% |
| All | +143.4% | +1,362.1% | -1,218.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling