+4,169.1%
EMR vs PPL
+2,170.9%
+1,998.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | +0.7% | +6.8% | -6.1% | -2.0% |
| 3M | +0.4% | +3.9% | -3.4% | -1.3% |
| 6M | +18.4% | -2.0% | +20.4% | +18.8% |
| YTD | +23.9% | +5.3% | +18.6% | +20.3% |
| 1Y | +24.7% | +2.2% | +22.5% | +22.4% |
| 3Y | +86.4% | +56.7% | +29.7% | +50.6% |
| 5Y | +83.3% | +49.1% | +34.2% | +50.4% |
| 10Y | +320.2% | +63.6% | +256.5% | +222.7% |
| All | +4,169.1% | +2,170.9% | +1,998.2% | +1,236.1% |
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