+75.7%
PEP vs EME
+1,301.6%
-1,225.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | -0.2% | -8.4% | +8.2% | +0.5% |
| 3M | -4.3% | -3.6% | -0.7% | -4.4% |
| 6M | -13.2% | +3.6% | -16.8% | -14.2% |
| YTD | -1.9% | +22.5% | -24.4% | -5.0% |
| 1Y | -0.3% | +18.2% | -18.5% | -3.8% |
| 3Y | -13.6% | +238.4% | -252.0% | -32.5% |
| 5Y | +3.4% | +550.5% | -547.2% | -31.1% |
| All | +75.7% | +1,301.6% | -1,225.9% | +0.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling