+87.0%
PR vs EME
-3.1%
+90.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.6% | +3.1% | -7.0% |
| 7D | -12.1% | -5.8% | -6.3% | -12.2% |
| 30D | +0.9% | -17.9% | +18.8% | -0.3% |
| 3M | +10.1% | -22.0% | +32.1% | +8.4% |
| 6M | +1.1% | -29.7% | +30.8% | -2.3% |
| YTD | +63.7% | +4.7% | +58.9% | +75.6% |
| 1Y | +87.0% | -2.1% | +89.1% | +98.1% |
| All | +87.0% | -3.1% | +90.1% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling