+250.9%
PM vs EMR
+294.2%
-43.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -6.6% | +0.7% | -7.3% | -6.8% |
| 30D | -3.4% | +3.5% | -7.0% | -4.3% |
| 3M | +5.3% | +5.9% | -0.6% | +3.6% |
| 6M | +15.5% | +19.4% | -3.9% | +9.8% |
| YTD | +24.3% | +27.7% | -3.4% | +15.0% |
| 1Y | +29.7% | +30.9% | -1.2% | +19.0% |
| 3Y | +144.9% | +104.2% | +40.7% | +87.9% |
| 5Y | +159.0% | +89.6% | +69.4% | +100.4% |
| 10Y | +250.9% | +280.0% | -29.1% | +114.5% |
| All | +250.9% | +294.2% | -43.3% | +114.5% |
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