+99.6%
PR vs EME
+1,261.2%
-1,161.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | +2.9% | +1.9% | +1.0% | +1.8% |
| 30D | +18.0% | -8.3% | +26.3% | +23.3% |
| 3M | +16.9% | -10.7% | +27.6% | +20.8% |
| 6M | +28.2% | +1.9% | +26.3% | +20.0% |
| YTD | +69.3% | +23.5% | +45.9% | +38.3% |
| 1Y | +69.5% | +18.0% | +51.5% | +37.0% |
| 3Y | +81.7% | +236.1% | -154.4% | -37.6% |
| 5Y | +422.2% | +527.9% | -105.6% | +8.3% |
| All | +99.6% | +1,261.2% | -1,161.6% | -69.3% |
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