+1,873.0%
PEP vs EME
+53,473.8%
-51,600.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +2.9% | +8.4% | -5.5% | +1.9% |
| 30D | +12.5% | -11.5% | +24.0% | +13.8% |
| 3M | +4.5% | -20.6% | +25.2% | +6.9% |
| 6M | -0.5% | -28.5% | +28.0% | +2.5% |
| YTD | +4.4% | +8.0% | -3.6% | +1.8% |
| 1Y | +4.4% | +6.8% | -2.4% | +1.8% |
| 3Y | -3.4% | +213.9% | -217.3% | -21.1% |
| 5Y | +5.2% | +414.8% | -409.6% | -20.8% |
| 10Y | +92.1% | +916.9% | -824.8% | +28.0% |
| All | +1,873.0% | +53,473.8% | -51,600.7% | +764.1% |
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 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