+3,912.1%
EMR vs PTC
+6,346.6%
-2,434.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.8% | +2.7% |
| 7D | -1.5% | -10.3% | +8.7% | +0.2% |
| 30D | -5.6% | +1.1% | -6.8% | -6.0% |
| 3M | +7.9% | +1.6% | +6.3% | +7.0% |
| 6M | +6.0% | -13.5% | +19.5% | +7.6% |
| YTD | +16.4% | -19.1% | +35.5% | +19.4% |
| 1Y | +16.6% | -33.9% | +50.5% | +23.7% |
| 3Y | +62.9% | -3.9% | +66.8% | +61.9% |
| 5Y | +60.1% | +6.0% | +54.1% | +55.2% |
| 10Y | +268.8% | +223.7% | +45.0% | +196.1% |
| All | +3,912.1% | +6,346.6% | -2,434.6% | +1,410.6% |
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