+152.6%
PR vs EME
+1,212.7%
-1,060.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.7% |
| 7D | -16.4% | -10.5% | -5.9% | -11.4% |
| 30D | -1.9% | -22.4% | +20.5% | +11.9% |
| 3M | +8.0% | -24.7% | +32.7% | +23.9% |
| 6M | +4.1% | -35.5% | +39.6% | +27.3% |
| YTD | +58.7% | -0.3% | +59.0% | +44.4% |
| 1Y | +75.8% | -6.7% | +82.6% | +65.5% |
| 3Y | +73.2% | +190.6% | -117.5% | -35.4% |
| 5Y | +230.1% | +367.3% | -137.1% | -16.0% |
| 10Y | +67.4% | +954.5% | -887.1% | -69.5% |
| All | +152.6% | +1,212.7% | -1,060.2% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling