+763.1%
PM vs EMR
+427.7%
+335.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.5% |
| 30D | -3.4% | -5.6% | +2.2% | -1.9% |
| 3M | +5.2% | +7.9% | -2.8% | +2.2% |
| 6M | +3.7% | +6.0% | -2.3% | +0.7% |
| YTD | +15.8% | +16.4% | -0.7% | +8.6% |
| 1Y | +17.4% | +16.6% | +0.8% | +9.4% |
| 3Y | +116.9% | +62.9% | +54.1% | +75.0% |
| 5Y | +117.3% | +60.1% | +57.2% | +73.5% |
| 10Y | +193.8% | +268.7% | -75.0% | +64.6% |
| All | +763.1% | +427.7% | +335.4% | +274.8% |
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