+269.6%
EMR vs PPL
+54.2%
+215.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | +2.7% | -4.2% | -2.7% |
| 30D | -5.6% | +0.5% | -6.1% | -5.9% |
| 3M | +7.9% | +0.7% | +7.3% | +7.3% |
| 6M | +6.0% | -7.6% | +13.6% | +9.4% |
| YTD | +16.4% | +1.8% | +14.6% | +14.4% |
| 1Y | +16.6% | -0.8% | +17.4% | +15.7% |
| 3Y | +62.9% | +56.9% | +6.0% | +25.5% |
| 5Y | +60.1% | +39.5% | +20.6% | +30.2% |
| All | +269.6% | +54.2% | +215.4% | +169.7% |
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