+38.0%
PEG vs EME
+540.8%
-502.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -0.9% | +0.9% | -1.9% | -1.1% |
| 30D | -2.8% | -8.4% | +5.6% | -1.3% |
| 3M | -6.9% | -3.6% | -3.3% | -6.9% |
| 6M | -11.4% | +3.6% | -15.0% | -13.1% |
| YTD | -7.4% | +22.5% | -29.9% | -12.6% |
| 1Y | -8.3% | +18.2% | -26.5% | -13.9% |
| 3Y | +31.5% | +238.4% | -206.8% | -7.3% |
| 5Y | +38.0% | +550.5% | -512.6% | -22.3% |
| All | +38.0% | +540.8% | -502.9% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling