+3,247.8%
PEP vs EMR
+4,298.0%
-1,050.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | +14.2% | +2.0% | +12.3% | +13.5% |
| 3M | +3.2% | +3.8% | -0.6% | +1.9% |
| 6M | -7.4% | +10.5% | -18.0% | -10.4% |
| YTD | +1.5% | +23.7% | -22.2% | -5.2% |
| 1Y | +3.9% | +25.4% | -21.5% | -3.5% |
| 3Y | -5.5% | +86.6% | -92.1% | -22.9% |
| 5Y | +0.1% | +83.0% | -82.9% | -18.9% |
| 10Y | +82.1% | +319.5% | -237.4% | +11.5% |
| All | +3,247.8% | +4,298.0% | -1,050.2% | +634.3% |
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