+810.2%
EMR vs PBR
+1,864.5%
-1,054.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.3% |
| 7D | +3.1% | +2.5% | +0.6% | +2.4% |
| 30D | -3.5% | +19.4% | -22.9% | -8.0% |
| 3M | +9.8% | +20.8% | -11.0% | +3.9% |
| 6M | +10.8% | +23.5% | -12.7% | +3.4% |
| YTD | +15.9% | +83.4% | -67.5% | -2.6% |
| 1Y | +16.4% | +77.6% | -61.1% | -1.7% |
| 3Y | +62.1% | +99.9% | -37.8% | +30.5% |
| 5Y | +62.9% | +567.7% | -504.8% | -9.6% |
| 10Y | +267.8% | +621.5% | -353.8% | +76.0% |
| All | +810.2% | +1,864.5% | -1,054.3% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling