+94.9%
PR vs EME
+216.1%
-121.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +6.0% | +8.4% | -2.4% | +4.1% |
| 30D | -4.2% | -11.5% | +7.3% | -1.9% |
| 3M | +10.0% | -20.6% | +30.6% | +15.0% |
| 6M | +15.6% | -28.5% | +44.1% | +23.6% |
| YTD | +68.2% | +8.0% | +60.2% | +56.5% |
| 1Y | +79.2% | +6.8% | +72.4% | +66.9% |
| 3Y | +94.9% | +213.9% | -119.0% | +10.1% |
| All | +94.9% | +216.1% | -121.2% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling