+2,047.8%
EMR vs PAAS
+971.0%
+1,076.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -1.6% | +8.4% | -10.0% | -2.3% |
| 30D | +2.0% | -7.2% | +9.1% | +2.6% |
| 3M | +3.8% | -14.0% | +17.8% | +4.9% |
| 6M | +10.5% | -26.8% | +37.3% | +13.1% |
| YTD | +23.7% | -19.8% | +43.5% | +25.3% |
| 1Y | +25.4% | +22.8% | +2.6% | +22.5% |
| 3Y | +86.6% | +183.6% | -97.1% | +67.5% |
| 5Y | +83.0% | +73.8% | +9.2% | +68.4% |
| 10Y | +319.5% | +185.6% | +133.9% | +256.1% |
| All | +2,047.8% | +971.0% | +1,076.7% | +1,748.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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