+280.0%
EMR vs PPL
+65.3%
+214.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +3.5% | +4.3% | -0.8% | +1.4% |
| 3M | +5.9% | +2.9% | +3.0% | +4.3% |
| 6M | +19.4% | +1.1% | +18.3% | +18.2% |
| YTD | +27.7% | +4.5% | +23.2% | +23.7% |
| 1Y | +30.9% | +0.1% | +30.8% | +29.4% |
| 3Y | +104.2% | +55.7% | +48.5% | +58.1% |
| 5Y | +89.6% | +47.6% | +42.0% | +49.3% |
| 10Y | +280.0% | +66.8% | +213.2% | +177.5% |
| All | +280.0% | +65.3% | +214.7% | +177.5% |
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