+280.3%
EMR vs PR
+83.7%
+196.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +2.7% | +6.7% | -4.1% | +1.7% |
| 30D | +2.1% | -6.1% | +8.2% | +2.8% |
| 3M | +2.3% | +6.9% | -4.6% | +1.0% |
| 6M | +22.5% | +14.6% | +7.9% | +19.3% |
| YTD | +27.2% | +66.1% | -38.9% | +17.0% |
| 1Y | +28.0% | +77.0% | -49.0% | +16.6% |
| 3Y | +103.4% | +93.8% | +9.6% | +81.6% |
| 5Y | +88.2% | +268.2% | -180.1% | +49.7% |
| All | +280.3% | +83.7% | +196.5% | +182.7% |
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