+253.5%
EME vs PNR
-14.5%
+267.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +3.5% | -6.0% | +9.5% | +6.4% |
| 30D | -6.3% | -14.0% | +7.6% | +0.1% |
| 3M | -3.8% | -21.7% | +17.9% | +6.0% |
| 6M | +8.5% | -37.3% | +45.8% | +34.6% |
| YTD | +27.8% | -45.1% | +72.9% | +69.2% |
| 1Y | +22.2% | -49.1% | +71.4% | +69.6% |
| 3Y | +253.5% | -14.8% | +268.3% | +269.0% |
| All | +253.5% | -14.5% | +267.9% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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