+1,973.4%
PG vs EME
+63,295.5%
-61,322.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +1.1% |
| 7D | -0.8% | +3.5% | -4.3% | -1.2% |
| 30D | +0.8% | -6.3% | +7.2% | +1.5% |
| 3M | -1.3% | -3.8% | +2.4% | -1.4% |
| 6M | -3.8% | +8.5% | -12.3% | -5.5% |
| YTD | +3.6% | +27.8% | -24.2% | -0.4% |
| 1Y | -5.7% | +22.2% | -27.9% | -9.4% |
| 3Y | +1.6% | +253.5% | -251.9% | -16.8% |
| 5Y | +14.6% | +578.6% | -564.0% | -14.8% |
| 10Y | +121.2% | +1,355.6% | -1,234.4% | +44.7% |
| All | +1,973.4% | +63,295.5% | -61,322.2% | +895.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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