+273.0%
EMR vs PNR
+66.2%
+206.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | -0.4% | -6.0% | +5.6% | +3.4% |
| 30D | -6.8% | -14.0% | +7.2% | +2.0% |
| 3M | +7.5% | -21.7% | +29.2% | +22.4% |
| 6M | +9.9% | -37.3% | +47.1% | +43.4% |
| YTD | +16.0% | -45.1% | +61.1% | +63.1% |
| 1Y | +12.4% | -49.1% | +61.6% | +65.8% |
| 3Y | +60.2% | -14.8% | +75.1% | +67.9% |
| 5Y | +67.9% | -21.0% | +88.9% | +80.3% |
| All | +273.0% | +66.2% | +206.9% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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