+64.8%
PR vs EME
+996.0%
-931.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.3% | -8.4% | -5.1% |
| 7D | -12.4% | -4.4% | -8.0% | -10.6% |
| 30D | -6.6% | -17.3% | +10.7% | +3.0% |
| 3M | +7.5% | -20.0% | +27.5% | +19.5% |
| 6M | +10.8% | -29.1% | +39.9% | +28.6% |
| YTD | +57.0% | +6.9% | +50.1% | +36.6% |
| 1Y | +67.9% | +0.8% | +67.2% | +50.6% |
| 3Y | +87.6% | +214.4% | -126.8% | -35.8% |
| 5Y | +220.4% | +404.2% | -183.8% | -26.4% |
| 10Y | +64.8% | +941.9% | -877.1% | -69.4% |
| All | +64.8% | +996.0% | -931.2% | -69.4% |
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