+1,921.7%
EMR vs PAAS
+1,235.6%
+686.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | -1.5% | -2.9% | +1.4% | -1.3% |
| 30D | -5.6% | +6.8% | -12.4% | -6.3% |
| 3M | +7.9% | -2.9% | +10.8% | +8.0% |
| 6M | +6.0% | -16.4% | +22.5% | +7.2% |
| YTD | +16.4% | 0.0% | +16.4% | +15.8% |
| 1Y | +16.6% | +54.3% | -37.7% | +11.6% |
| 3Y | +62.9% | +230.7% | -167.8% | +44.2% |
| 5Y | +60.1% | +111.6% | -51.5% | +44.9% |
| 10Y | +268.8% | +211.7% | +57.0% | +210.1% |
| All | +1,921.7% | +1,235.6% | +686.1% | +1,609.2% |
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