+105.2%
EMR vs PL
+46.6%
+58.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.5% | -10.1% | +2.9% |
| 7D | +2.1% | +10.9% | -8.7% | +0.9% |
| 30D | +4.8% | -16.4% | +21.1% | +6.4% |
| 3M | +7.5% | -39.9% | +47.4% | +12.7% |
| 6M | +20.9% | -63.2% | +84.0% | +31.8% |
| YTD | +29.2% | -27.1% | +56.3% | +28.9% |
| 1Y | +33.0% | +12.2% | +20.8% | +25.9% |
| 3Y | +109.8% | +584.3% | -474.5% | +53.4% |
| 5Y | +91.9% | +37.0% | +55.0% | +51.8% |
| All | +105.2% | +46.6% | +58.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling