+280.3%
EMR vs PPL
+65.0%
+215.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.7% | -2.2% | +4.8% | +3.7% |
| 30D | +2.1% | +1.7% | +0.4% | +1.2% |
| 3M | +2.3% | +0.1% | +2.1% | +2.0% |
| 6M | +22.5% | -1.5% | +24.0% | +22.8% |
| YTD | +27.2% | +3.0% | +24.2% | +24.1% |
| 1Y | +28.0% | -1.4% | +29.5% | +27.4% |
| 3Y | +103.4% | +53.5% | +50.0% | +58.6% |
| 5Y | +88.2% | +46.4% | +41.7% | +48.7% |
| All | +280.3% | +65.0% | +215.2% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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