+198.6%
PM vs EMR
+268.7%
-70.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | +3.1% | -4.4% | -2.0% |
| 30D | -2.6% | -3.5% | +1.0% | -1.8% |
| 3M | +5.8% | +9.8% | -4.0% | +3.0% |
| 6M | +10.6% | +10.8% | -0.2% | +6.8% |
| YTD | +17.2% | +15.9% | +1.2% | +11.2% |
| 1Y | +17.6% | +16.4% | +1.2% | +11.0% |
| 3Y | +124.3% | +62.1% | +62.2% | +85.1% |
| 5Y | +125.1% | +62.9% | +62.2% | +82.4% |
| 10Y | +198.6% | +267.8% | -69.1% | +86.5% |
| All | +198.6% | +268.7% | -70.1% | +86.5% |
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