+3.2%
PEP vs EME
+544.7%
-541.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.6% |
| 30D | +0.3% | -6.8% | +7.1% | +0.1% |
| 3M | -3.2% | -8.8% | +5.6% | -3.2% |
| 6M | -13.6% | +5.0% | -18.6% | -13.6% |
| YTD | -1.9% | +23.5% | -25.4% | -1.8% |
| 1Y | -0.6% | +21.3% | -21.9% | -0.8% |
| 3Y | -13.6% | +241.1% | -254.6% | -23.1% |
| 5Y | +3.2% | +549.2% | -545.9% | -21.7% |
| All | +3.2% | +544.7% | -541.5% | -21.7% |
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