+65.2%
EMR vs PPG
-24.4%
+89.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | -1.2% | -5.1% | +3.9% | +1.6% |
| 30D | -9.4% | -9.6% | +0.1% | -4.3% |
| 3M | +8.6% | -6.4% | +15.0% | +12.2% |
| 6M | +6.7% | +0.5% | +6.2% | +5.9% |
| YTD | +13.1% | +4.4% | +8.6% | +9.6% |
| 1Y | +12.7% | -0.9% | +13.6% | +12.1% |
| 3Y | +58.1% | -17.0% | +75.0% | +69.1% |
| All | +65.2% | -24.4% | +89.6% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling