+68.3%
PR vs EME
-1.5%
+69.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.3% | -8.4% | -0.9% |
| 7D | -12.4% | -4.4% | -8.0% | -12.4% |
| 30D | -6.6% | -17.3% | +10.7% | -7.5% |
| 3M | +7.5% | -20.0% | +27.5% | +6.3% |
| 6M | +10.8% | -29.1% | +39.9% | +7.7% |
| YTD | +57.0% | +6.9% | +50.1% | +64.0% |
| All | +68.3% | -1.5% | +69.9% | +76.7% |
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