+282.0%
EMR vs PR
+147.8%
+134.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.9% |
| 7D | -4.8% | -16.5% | +11.8% | -2.5% |
| 30D | +0.7% | -4.5% | +5.3% | +1.2% |
| 3M | +0.4% | +8.5% | -8.1% | -1.0% |
| 6M | +18.4% | -3.3% | +21.7% | +18.0% |
| YTD | +23.9% | +55.7% | -31.8% | +15.1% |
| 1Y | +24.7% | +82.0% | -57.3% | +13.2% |
| 3Y | +86.4% | +62.5% | +23.9% | +70.6% |
| 5Y | +83.3% | +223.9% | -140.6% | +48.6% |
| 10Y | +320.2% | +64.2% | +256.0% | +219.9% |
| All | +282.0% | +147.8% | +134.2% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling