-30.3%
PL vs EME
+1.3%
-31.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.1% |
| 7D | -9.3% | +1.9% | -11.2% | -10.2% |
| 30D | -18.9% | -8.3% | -10.7% | -15.3% |
| 3M | -58.4% | -10.7% | -47.6% | -55.2% |
| 6M | -30.3% | +1.9% | -32.2% | -24.7% |
| All | -30.3% | +1.3% | -31.6% | -24.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling