+80.3%
PEP vs EMR
+319.4%
-239.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -0.4% |
| 7D | +1.0% | +2.1% | -1.1% | +0.6% |
| 30D | +12.6% | +4.8% | +7.9% | +11.6% |
| 3M | +3.1% | +7.5% | -4.3% | +1.6% |
| 6M | -6.3% | +20.9% | -27.1% | -10.0% |
| YTD | +1.9% | +29.2% | -27.3% | -4.1% |
| 1Y | +3.3% | +33.0% | -29.7% | -3.4% |
| 3Y | -4.8% | +109.8% | -114.6% | -21.8% |
| 5Y | +2.0% | +91.9% | -89.9% | -15.3% |
| 10Y | +80.3% | +301.5% | -221.2% | +32.6% |
| All | +80.3% | +319.4% | -239.1% | +32.6% |
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