+280.0%
EMR vs PR
+65.1%
+215.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.7% | -9.5% | +10.2% | +2.0% |
| 30D | +3.5% | -5.7% | +9.2% | +4.2% |
| 3M | +5.9% | +3.0% | +2.9% | +5.1% |
| 6M | +19.4% | +11.8% | +7.6% | +16.7% |
| YTD | +27.7% | +58.5% | -30.8% | +18.2% |
| 1Y | +30.9% | +69.9% | -39.0% | +20.0% |
| 3Y | +104.2% | +84.9% | +19.3% | +83.5% |
| 5Y | +89.6% | +246.4% | -156.8% | +52.1% |
| 10Y | +280.0% | +70.3% | +209.7% | +184.8% |
| All | +280.0% | +65.1% | +215.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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