+267.8%
EMR vs PTC
+204.7%
+63.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.5% |
| 7D | +3.1% | -12.8% | +15.9% | +8.0% |
| 30D | -3.5% | -9.8% | +6.2% | -0.3% |
| 3M | +9.8% | -2.1% | +11.8% | +8.8% |
| 6M | +10.8% | -18.1% | +28.9% | +16.9% |
| YTD | +15.9% | -23.5% | +39.4% | +25.3% |
| 1Y | +16.4% | -37.4% | +53.8% | +35.9% |
| 3Y | +62.1% | -7.2% | +69.3% | +59.5% |
| 5Y | +62.9% | +2.7% | +60.2% | +50.2% |
| 10Y | +267.8% | +203.4% | +64.3% | +107.4% |
| All | +267.8% | +204.7% | +63.0% | +107.4% |
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