+280.6%
EMR vs PTC
+312.8%
-32.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +2.8% | +0.9% | +1.9% | +2.5% |
| 3M | +2.0% | +30.4% | -28.4% | -8.8% |
| 6M | +20.7% | +34.4% | -13.7% | +5.4% |
| YTD | +27.3% | +12.6% | +14.7% | +18.3% |
| 1Y | +31.0% | +10.2% | +20.8% | +22.7% |
| 3Y | +103.6% | +29.4% | +74.2% | +76.0% |
| 5Y | +88.6% | +63.7% | +24.8% | +45.3% |
| All | +280.6% | +312.8% | -32.2% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling