+16.6%
EMR vs PTC
-33.3%
+49.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +1.9% |
| 7D | -1.5% | -10.3% | +8.7% | -1.1% |
| 30D | -5.6% | +1.1% | -6.8% | -5.7% |
| 3M | +7.9% | +1.6% | +6.3% | +8.1% |
| 6M | +6.0% | -13.5% | +19.5% | +12.1% |
| YTD | +16.4% | -19.1% | +35.5% | +25.9% |
| 1Y | +16.6% | -33.9% | +50.5% | +36.3% |
| All | +16.6% | -33.3% | +49.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling