+311.3%
EMR vs PR
+66.0%
+245.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -1.6% | -16.4% | +14.8% | +0.8% |
| 30D | +2.0% | -1.9% | +3.9% | +2.1% |
| 3M | +3.8% | +8.0% | -4.1% | +2.4% |
| 6M | +10.5% | +4.1% | +6.4% | +9.1% |
| YTD | +23.7% | +58.7% | -35.0% | +14.6% |
| 1Y | +25.4% | +75.8% | -50.4% | +14.4% |
| 3Y | +86.6% | +73.2% | +13.4% | +69.2% |
| 5Y | +83.0% | +230.1% | -147.1% | +47.7% |
| All | +311.3% | +66.0% | +245.3% | +215.7% |
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