-3.4%
PEP vs EMR
+103.4%
-106.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.9% | +2.8% | +0.1% | +2.9% |
| 30D | +12.5% | +3.7% | +8.8% | +12.4% |
| 3M | +4.5% | +2.0% | +2.5% | +4.5% |
| 6M | -0.5% | +22.1% | -22.6% | -0.9% |
| YTD | +4.4% | +27.2% | -22.8% | +3.8% |
| 1Y | +4.4% | +32.0% | -27.7% | +3.6% |
| 3Y | -3.4% | +103.3% | -106.7% | -5.5% |
| All | -3.4% | +103.4% | -106.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling