+4,298.5%
EMR vs PTC
+8,885.1%
-4,586.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.7% | +1.3% | -0.6% | +0.5% |
| 30D | +3.5% | +1.1% | +2.4% | +3.3% |
| 3M | +5.9% | +30.1% | -24.2% | +0.3% |
| 6M | +19.4% | +34.0% | -14.6% | +11.8% |
| YTD | +27.7% | +12.8% | +14.8% | +22.7% |
| 1Y | +30.9% | +10.7% | +20.2% | +26.2% |
| 3Y | +104.2% | +29.6% | +74.5% | +91.2% |
| 5Y | +89.6% | +63.5% | +26.1% | +69.7% |
| 10Y | +280.0% | +316.7% | -36.7% | +189.3% |
| All | +4,298.5% | +8,885.1% | -4,586.6% | +1,451.9% |
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