+83.4%
EMR vs PPL
+47.9%
+35.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +2.0% | +5.4% | -3.5% | +0.2% |
| 3M | +3.8% | +4.3% | -0.5% | +2.3% |
| 6M | +10.5% | -1.3% | +11.9% | +10.8% |
| YTD | +23.7% | +4.7% | +19.0% | +20.9% |
| 1Y | +25.4% | +1.3% | +24.2% | +24.0% |
| 3Y | +86.6% | +57.2% | +29.3% | +48.8% |
| All | +83.4% | +47.9% | +35.5% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling