+103.3%
EMR vs PTC
+29.1%
+74.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +2.8% | +0.5% | +2.4% | +2.8% |
| 30D | +3.7% | +1.2% | +2.4% | +3.4% |
| 3M | +2.0% | +27.4% | -25.3% | -3.7% |
| 6M | +22.1% | +39.2% | -17.1% | +11.4% |
| YTD | +27.2% | +12.5% | +14.7% | +27.2% |
| 1Y | +32.0% | +12.3% | +19.7% | +32.0% |
| 3Y | +103.3% | +28.8% | +74.4% | +71.7% |
| All | +103.3% | +29.1% | +74.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling