+121.9%
EEM vs PH
+700.5%
-578.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -0.9% |
| 7D | +5.3% | +7.4% | -2.0% | +2.6% |
| 30D | -7.0% | +0.5% | -7.5% | -7.3% |
| 3M | -8.0% | -10.2% | +2.2% | -4.5% |
| 6M | -6.6% | +8.9% | -15.5% | -10.0% |
| YTD | +12.3% | +9.7% | +2.7% | +7.7% |
| 1Y | +12.2% | +12.8% | -0.7% | +6.4% |
| 3Y | +71.2% | +134.6% | -63.4% | +19.7% |
| 5Y | +32.2% | +204.5% | -172.3% | -18.7% |
| All | +121.9% | +700.5% | -578.6% | -11.4% |
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