+3,899.5%
PG vs EMR
+3,972.6%
-73.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -2.6% | -5.0% | +2.4% | -1.4% |
| 3M | -3.3% | +5.9% | -9.3% | -5.1% |
| 6M | -6.7% | +7.3% | -14.0% | -9.0% |
| YTD | +1.7% | +14.6% | -12.8% | -2.9% |
| 1Y | -7.9% | +15.6% | -23.6% | -12.6% |
| 3Y | +0.9% | +60.2% | -59.2% | -14.2% |
| 5Y | +12.6% | +65.8% | -53.2% | -6.3% |
| 10Y | +117.2% | +277.4% | -160.2% | +35.8% |
| All | +3,899.5% | +3,972.6% | -73.2% | +803.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling