+301.5%
EMR vs PTC
+326.2%
-24.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +4.8% | +0.7% | +4.0% | +4.5% |
| 3M | +7.5% | +32.6% | -25.1% | -4.5% |
| 6M | +20.9% | +33.6% | -12.7% | +5.7% |
| YTD | +29.2% | +12.4% | +16.7% | +20.1% |
| 1Y | +33.0% | +11.2% | +21.7% | +24.1% |
| 3Y | +109.8% | +31.7% | +78.1% | +80.0% |
| 5Y | +91.9% | +60.1% | +31.9% | +49.2% |
| 10Y | +301.5% | +317.2% | -15.7% | +106.7% |
| All | +301.5% | +326.2% | -24.7% | +106.7% |
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