+78.7%
PR vs EME
+948.4%
-869.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +0.9% |
| 7D | -0.5% | +4.3% | -4.8% | -3.0% |
| 30D | -4.6% | -14.4% | +9.8% | +3.2% |
| 3M | +4.7% | -18.3% | +23.0% | +15.1% |
| 6M | +12.4% | -28.3% | +40.8% | +29.9% |
| YTD | +62.9% | +9.2% | +53.6% | +40.0% |
| 1Y | +70.6% | +4.3% | +66.3% | +50.0% |
| 3Y | +90.0% | +218.6% | -128.6% | -35.5% |
| 5Y | +255.5% | +421.0% | -165.5% | -20.3% |
| 10Y | +78.7% | +928.3% | -849.6% | -68.9% |
| All | +78.7% | +948.4% | -869.7% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling