+128.5%
EEM vs PH
+820.2%
-691.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.6% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +2.1% | -11.0% | +13.1% | +6.4% |
| 3M | +1.0% | +5.5% | -4.5% | -1.2% |
| 6M | +15.9% | +1.5% | +14.4% | +14.6% |
| YTD | +24.6% | +8.8% | +15.9% | +20.1% |
| 1Y | +32.3% | +24.5% | +7.8% | +20.9% |
| 3Y | +85.9% | +141.2% | -55.3% | +28.6% |
| 5Y | +45.4% | +256.3% | -210.9% | -16.0% |
| All | +128.5% | +820.2% | -691.6% | -12.5% |
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