+116.1%
PG vs EMR
+284.0%
-167.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | +0.8% | -6.8% | +7.6% | +2.0% |
| 3M | -1.3% | +7.5% | -8.8% | -2.8% |
| 6M | -3.8% | +9.9% | -13.7% | -5.8% |
| YTD | +3.6% | +16.0% | -12.3% | +0.2% |
| 1Y | -5.7% | +12.4% | -18.2% | -8.6% |
| 3Y | +1.6% | +60.2% | -58.7% | -9.8% |
| 5Y | +14.6% | +67.9% | -53.3% | -0.4% |
| All | +116.1% | +284.0% | -167.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling