+2,213.7%
PEG vs EME
+62,686.5%
-60,472.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.3% |
| 7D | +1.0% | +5.2% | -4.1% | +0.1% |
| 30D | -1.9% | -5.4% | +3.5% | -1.0% |
| 3M | -3.7% | -6.1% | +2.4% | -3.3% |
| 6M | -9.4% | +9.7% | -19.1% | -11.9% |
| YTD | -6.0% | +26.6% | -32.6% | -11.2% |
| 1Y | -4.4% | +24.6% | -29.0% | -10.1% |
| 3Y | +33.5% | +249.6% | -216.1% | +1.5% |
| 5Y | +35.7% | +556.6% | -520.8% | -9.2% |
| 10Y | +140.4% | +1,286.6% | -1,146.2% | +35.9% |
| All | +2,213.7% | +62,686.5% | -60,472.8% | +881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling