+1,767.1%
PEP vs EME
+61,143.5%
-59,376.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | +0.2% | -8.3% | +8.5% | +1.2% |
| 3M | -1.1% | -10.7% | +9.6% | -0.4% |
| 6M | -13.5% | +1.9% | -15.4% | -14.5% |
| YTD | -1.2% | +23.5% | -24.7% | -4.8% |
| 1Y | -1.6% | +18.0% | -19.5% | -5.2% |
| 3Y | -12.5% | +236.1% | -248.6% | -28.8% |
| 5Y | +3.0% | +527.9% | -524.8% | -24.1% |
| 10Y | +73.9% | +1,252.8% | -1,178.9% | +12.1% |
| All | +1,767.1% | +61,143.5% | -59,376.4% | +707.9% |
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