+300.4%
EMR vs PR
+160.5%
+139.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +9.0% | +3.3% |
| 7D | +1.6% | -12.1% | +13.7% | +3.3% |
| 30D | +5.0% | +0.9% | +4.1% | +4.7% |
| 3M | +7.7% | +10.1% | -2.5% | +5.9% |
| 6M | +26.8% | +1.1% | +25.6% | +25.6% |
| YTD | +29.9% | +63.7% | -33.8% | +19.8% |
| 1Y | +25.7% | +87.0% | -61.3% | +13.7% |
| 3Y | +95.4% | +70.7% | +24.6% | +77.6% |
| 5Y | +93.7% | +246.8% | -153.1% | +55.6% |
| 10Y | +340.4% | +72.6% | +267.8% | +233.0% |
| All | +300.4% | +160.5% | +139.9% | +206.1% |
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