+76.6%
PEP vs EMR
+268.7%
-192.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | +0.7% | -3.5% | +4.2% | +1.3% |
| 3M | -0.5% | +9.8% | -10.3% | -2.6% |
| 6M | -11.3% | +10.8% | -22.1% | -13.6% |
| YTD | -0.6% | +15.9% | -16.5% | -4.4% |
| 1Y | +1.7% | +16.4% | -14.8% | -2.6% |
| 3Y | -12.5% | +62.1% | -74.6% | -23.8% |
| 5Y | +3.9% | +62.9% | -59.0% | -10.8% |
| 10Y | +76.6% | +267.8% | -191.2% | +23.9% |
| All | +76.6% | +268.7% | -192.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling