+60,797.9%
EME vs PNR
+1,319.3%
+59,478.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -1.6% |
| 7D | +2.7% | -3.9% | +6.6% | +4.6% |
| 30D | -6.8% | -13.8% | +7.0% | -0.4% |
| 3M | -8.8% | -22.5% | +13.7% | +1.0% |
| 6M | +5.0% | -37.2% | +42.1% | +27.7% |
| YTD | +23.5% | -44.2% | +67.7% | +57.7% |
| 1Y | +21.3% | -46.6% | +68.0% | +58.0% |
| 3Y | +241.1% | -12.5% | +253.6% | +250.8% |
| 5Y | +549.2% | -19.3% | +568.5% | +580.0% |
| 10Y | +1,306.4% | +67.5% | +1,238.9% | +938.6% |
| All | +60,797.9% | +1,319.3% | +59,478.6% | +26,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling