+15.6%
EMR vs PTC
-39.6%
+55.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -1.1% |
| 7D | +0.9% | -13.6% | +14.5% | +1.4% |
| 30D | -5.0% | -14.7% | +9.7% | -4.4% |
| 3M | +5.9% | -5.9% | +11.8% | +6.3% |
| 6M | +7.3% | -21.1% | +28.5% | +14.1% |
| YTD | +14.6% | -26.0% | +40.6% | +24.6% |
| 1Y | +15.6% | -36.8% | +52.5% | +37.2% |
| All | +15.6% | -39.6% | +55.3% | +37.2% |
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