+3,912.1%
EMR vs PPL
+2,096.5%
+1,815.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | +2.7% | -4.2% | -2.6% |
| 30D | -5.6% | +0.5% | -6.1% | -5.8% |
| 3M | +7.9% | +0.7% | +7.3% | +7.4% |
| 6M | +6.0% | -7.6% | +13.6% | +9.0% |
| YTD | +16.4% | +1.8% | +14.6% | +14.8% |
| 1Y | +16.6% | -0.8% | +17.4% | +15.9% |
| 3Y | +62.9% | +56.9% | +6.0% | +31.5% |
| 5Y | +60.1% | +39.5% | +20.6% | +35.2% |
| 10Y | +268.7% | +55.4% | +213.4% | +189.5% |
| All | +3,912.1% | +2,096.5% | +1,815.6% | +1,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling