+56.2%
EMR vs PBR
+101.4%
-45.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | -1.2% | +4.2% | -5.5% | -1.8% |
| 30D | -9.4% | +22.7% | -32.2% | -12.0% |
| 3M | +8.6% | +21.5% | -12.9% | +5.4% |
| 6M | +6.7% | +24.0% | -17.3% | +1.7% |
| YTD | +13.1% | +88.2% | -75.2% | -2.8% |
| 1Y | +12.7% | +74.8% | -62.1% | -1.6% |
| All | +56.2% | +101.4% | -45.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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