+273.0%
EMR vs PPG
+26.9%
+246.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.3% |
| 7D | -0.4% | -6.2% | +5.8% | +3.8% |
| 30D | -6.8% | -7.9% | +1.2% | -1.7% |
| 3M | +7.5% | -10.2% | +17.7% | +14.6% |
| 6M | +9.9% | +2.7% | +7.2% | +7.2% |
| YTD | +16.0% | +4.9% | +11.1% | +11.1% |
| 1Y | +12.4% | -3.2% | +15.6% | +13.0% |
| 3Y | +60.2% | -17.0% | +77.2% | +74.8% |
| 5Y | +67.9% | -23.3% | +91.2% | +86.7% |
| All | +273.0% | +26.9% | +246.1% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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