+3.7%
PEP vs EMR
+29.9%
-26.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.1% | -2.0% | +3.1% | +1.0% |
| 30D | +13.6% | +2.8% | +10.8% | +13.7% |
| 3M | +5.1% | +2.0% | +3.1% | +5.2% |
| 6M | -1.6% | +20.7% | -22.3% | -1.4% |
| YTD | +3.3% | +27.3% | -24.0% | +4.7% |
| All | +3.7% | +29.9% | -26.2% | +5.0% |
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