+70.6%
PR vs EME
+2.7%
+67.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +2.8% |
| 7D | -0.5% | +4.3% | -4.8% | -0.4% |
| 30D | -4.6% | -14.4% | +9.8% | -5.4% |
| 3M | +4.7% | -18.3% | +23.0% | +3.6% |
| 6M | +12.4% | -28.3% | +40.8% | +9.4% |
| YTD | +62.9% | +9.2% | +53.6% | +69.2% |
| 1Y | +70.6% | +4.3% | +66.3% | +78.2% |
| All | +70.6% | +2.7% | +67.9% | +78.2% |
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