+271.2%
EMR vs PR
+109.1%
+162.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | -1.5% | +2.9% | -4.4% | -1.9% |
| 30D | -5.6% | +18.0% | -23.7% | -7.9% |
| 3M | +7.9% | +16.9% | -8.9% | +5.2% |
| 6M | +6.0% | +28.2% | -22.2% | +1.6% |
| YTD | +16.4% | +69.3% | -52.9% | +7.1% |
| 1Y | +16.6% | +69.5% | -52.9% | +7.1% |
| 3Y | +62.9% | +81.7% | -18.8% | +46.9% |
| 5Y | +60.1% | +422.2% | -362.2% | +22.1% |
| All | +271.2% | +109.1% | +162.1% | +180.7% |
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