+87.0%
PR vs EMB
+0.7%
+86.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -4.6% |
| 7D | -12.1% | +0.7% | -12.8% | -10.8% |
| 30D | +0.9% | +2.3% | -1.4% | +5.6% |
| 3M | +10.1% | -2.5% | +12.6% | +5.1% |
| 6M | +1.1% | -1.1% | +2.2% | -0.7% |
| YTD | +63.7% | -0.6% | +64.3% | +62.1% |
| 1Y | +87.0% | +0.6% | +86.4% | +81.5% |
| All | +87.0% | +0.7% | +86.3% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling