+3.3%
PEP vs EMR
+81.1%
-77.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.6% |
| 7D | +6.7% | -4.8% | +11.4% | +7.1% |
| 30D | +13.5% | +0.7% | +12.8% | +13.4% |
| 3M | +3.9% | +0.4% | +3.5% | +3.8% |
| 6M | -6.0% | +18.4% | -24.4% | -7.9% |
| YTD | +2.5% | +23.9% | -21.4% | -0.5% |
| 1Y | +3.9% | +24.7% | -20.8% | +0.8% |
| 3Y | -4.7% | +86.4% | -91.0% | -15.7% |
| All | +3.3% | +81.1% | -77.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling