+0.7%
PEP vs EMR
+16.5%
-15.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.1% | +3.1% | -3.0% | +0.2% |
| 30D | +0.7% | -3.5% | +4.2% | +0.5% |
| 3M | -0.5% | +9.8% | -10.3% | -0.1% |
| 6M | -11.3% | +10.8% | -22.1% | -10.8% |
| YTD | -0.6% | +15.9% | -16.5% | +1.5% |
| All | +0.7% | +16.5% | -15.9% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling