+121.1%
EEM vs PH
+700.2%
-579.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +2.7% | +4.3% | -1.7% | +1.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.6% |
| 3M | -8.6% | -9.4% | +0.7% | -5.5% |
| 6M | -8.9% | +8.8% | -17.6% | -12.1% |
| YTD | +11.9% | +9.6% | +2.3% | +7.3% |
| 1Y | +13.1% | +14.4% | -1.4% | +6.7% |
| 3Y | +70.7% | +134.5% | -63.9% | +19.3% |
| 5Y | +31.8% | +204.4% | -172.7% | -19.0% |
| All | +121.1% | +700.2% | -579.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling