+3,894.5%
EMR vs PNR
+3,553.7%
+340.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.6% |
| 7D | +3.1% | -3.0% | +6.1% | +4.4% |
| 30D | -3.5% | -14.9% | +11.4% | +3.0% |
| 3M | +9.8% | -19.0% | +28.8% | +18.5% |
| 6M | +10.8% | -35.9% | +46.7% | +31.7% |
| YTD | +15.9% | -43.1% | +59.1% | +44.1% |
| 1Y | +16.4% | -46.4% | +62.8% | +48.2% |
| 3Y | +62.1% | -10.8% | +72.9% | +67.1% |
| 5Y | +62.9% | -18.9% | +81.8% | +71.2% |
| 10Y | +267.8% | +64.4% | +203.3% | +191.6% |
| All | +3,894.5% | +3,553.7% | +340.7% | +1,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling