+31.0%
PL vs EME
+410.0%
-379.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +10.0% | +8.4% | +1.7% | +4.7% |
| 30D | -2.3% | -11.5% | +9.2% | +6.1% |
| 3M | -44.2% | -20.6% | -23.6% | -35.2% |
| 6M | -66.1% | -28.5% | -37.6% | -58.1% |
| YTD | -30.0% | +8.0% | -38.0% | -34.9% |
| 1Y | +21.0% | +6.8% | +14.3% | +14.1% |
| 3Y | +516.5% | +213.9% | +302.6% | +165.6% |
| All | +31.0% | +410.0% | -379.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling