+3,846.9%
EMR vs PPG
+2,625.9%
+1,221.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | +0.1% |
| 7D | +0.9% | -3.7% | +4.6% | +3.0% |
| 30D | -5.0% | -7.2% | +2.3% | -0.9% |
| 3M | +5.9% | -7.3% | +13.3% | +10.1% |
| 6M | +7.3% | +0.3% | +7.1% | +6.6% |
| YTD | +14.6% | +6.5% | +8.0% | +9.8% |
| 1Y | +15.6% | +0.5% | +15.1% | +14.0% |
| 3Y | +60.2% | -15.3% | +75.5% | +71.7% |
| 5Y | +65.8% | -22.9% | +88.7% | +82.0% |
| 10Y | +277.4% | +28.4% | +249.0% | +209.9% |
| All | +3,846.9% | +2,625.9% | +1,221.0% | +763.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling