+3,894.5%
EMR vs PNC
+4,053.5%
-159.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +3.1% | +2.3% | +0.8% | +2.2% |
| 30D | -3.5% | -3.8% | +0.3% | -2.1% |
| 3M | +9.8% | +7.8% | +2.0% | +6.6% |
| 6M | +10.8% | +19.7% | -8.9% | +3.4% |
| YTD | +15.9% | +19.1% | -3.2% | +8.5% |
| 1Y | +16.4% | +23.1% | -6.7% | +7.5% |
| 3Y | +62.1% | +132.1% | -70.0% | +17.6% |
| 5Y | +62.9% | +52.2% | +10.7% | +36.3% |
| 10Y | +267.8% | +271.4% | -3.6% | +125.7% |
| All | +3,894.5% | +4,053.5% | -159.1% | +1,010.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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