+4,283.7%
EMR vs PNR
+4,177.9%
+105.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.8% | +0.3% | +2.6% | +2.8% |
| 30D | +3.7% | +31.7% | -28.1% | -7.9% |
| 3M | +2.0% | +2.6% | -0.6% | +0.3% |
| 6M | +22.1% | -6.4% | +28.5% | +23.4% |
| YTD | +27.2% | -33.4% | +60.7% | +47.4% |
| 1Y | +32.0% | -35.1% | +67.1% | +54.4% |
| 3Y | +103.3% | +17.1% | +86.2% | +86.7% |
| 5Y | +88.2% | -3.5% | +91.8% | +83.2% |
| 10Y | +280.4% | +100.2% | +180.3% | +177.4% |
| All | +4,283.7% | +4,177.9% | +105.7% | +1,633.8% |
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