+4,162.2%
EMR vs PTC
+8,817.5%
-4,655.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +2.0% | +0.8% | +1.2% | +1.8% |
| 3M | +3.8% | +32.1% | -28.3% | -2.0% |
| 6M | +10.5% | +42.6% | -32.1% | +2.3% |
| YTD | +23.7% | +12.0% | +11.7% | +19.1% |
| 1Y | +25.4% | +12.2% | +13.3% | +20.6% |
| 3Y | +86.6% | +31.2% | +55.3% | +74.4% |
| 5Y | +83.0% | +54.9% | +28.1% | +65.2% |
| 10Y | +319.5% | +343.1% | -23.6% | +216.7% |
| All | +4,162.2% | +8,817.5% | -4,655.2% | +1,405.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling