-4.6%
PEP vs EMR
+86.0%
-90.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | +6.7% | -4.8% | +11.4% | +6.7% |
| 30D | +13.5% | +0.7% | +12.8% | +13.5% |
| 3M | +3.9% | +0.4% | +3.5% | +3.9% |
| 6M | -6.0% | +18.4% | -24.4% | -6.3% |
| YTD | +2.5% | +23.9% | -21.4% | +1.9% |
| 1Y | +3.9% | +24.7% | -20.8% | +3.4% |
| All | -4.6% | +86.0% | -90.6% | -6.3% |
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