+28.0%
EMR vs PTC
+10.3%
+17.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +0.8% | +1.8% | +2.6% |
| 30D | +2.1% | +1.2% | +0.9% | +2.1% |
| 3M | +2.3% | +32.6% | -30.4% | +1.8% |
| 6M | +22.5% | +36.1% | -13.6% | +22.7% |
| YTD | +27.2% | +12.7% | +14.5% | +38.8% |
| 1Y | +28.0% | +10.2% | +17.9% | +41.2% |
| All | +28.0% | +10.3% | +17.7% | +41.2% |
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