+221.7%
PR vs EME
+358.3%
-136.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.2% |
| 7D | -16.4% | -10.5% | -5.9% | -13.2% |
| 30D | -1.9% | -22.4% | +20.5% | +6.7% |
| 3M | +8.0% | -24.7% | +32.7% | +18.0% |
| 6M | +4.1% | -35.5% | +39.6% | +19.6% |
| YTD | +58.7% | -0.3% | +59.0% | +47.6% |
| 1Y | +75.8% | -6.7% | +82.6% | +67.9% |
| 3Y | +73.2% | +190.6% | -117.5% | -27.8% |
| All | +221.7% | +358.3% | -136.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling