+1,848.2%
PEP vs EME
+52,338.7%
-50,490.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.4% |
| 7D | +4.6% | -8.8% | +13.4% | +5.6% |
| 30D | +14.0% | -18.2% | +32.2% | +16.4% |
| 3M | +5.4% | -20.2% | +25.6% | +7.7% |
| 6M | -5.1% | -29.9% | +24.8% | -2.0% |
| YTD | +3.1% | +5.7% | -2.6% | +0.7% |
| 1Y | +4.8% | -1.5% | +6.2% | +3.2% |
| 3Y | -4.1% | +208.4% | -212.6% | -21.5% |
| 5Y | +3.0% | +401.9% | -398.9% | -22.2% |
| 10Y | +89.6% | +914.2% | -824.6% | +26.3% |
| All | +1,848.2% | +52,338.7% | -50,490.5% | +755.4% |
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