+3,159.9%
PEP vs EMR
+4,039.8%
-879.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | -1.4% | -1.5% | +0.1% | -1.0% |
| 30D | +0.2% | -5.6% | +5.9% | +1.6% |
| 3M | -1.1% | +7.9% | -9.1% | -3.4% |
| 6M | -13.5% | +6.0% | -19.5% | -15.5% |
| YTD | -1.2% | +16.4% | -17.6% | -6.1% |
| 1Y | -1.6% | +16.6% | -18.2% | -6.9% |
| 3Y | -12.5% | +62.9% | -75.4% | -26.0% |
| 5Y | +3.0% | +60.1% | -57.1% | -13.5% |
| 10Y | +73.9% | +268.7% | -194.8% | +10.4% |
| All | +3,159.9% | +4,039.8% | -879.9% | +627.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling