+91.0%
EEM vs PH
+141.1%
-50.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | +4.9% | -10.8% | +15.7% | +8.3% |
| 3M | +5.2% | +8.5% | -3.2% | +2.5% |
| 6M | +20.7% | +3.9% | +16.8% | +18.8% |
| YTD | +26.5% | +9.4% | +17.0% | +22.7% |
| 1Y | +37.8% | +26.8% | +11.1% | +28.3% |
| 3Y | +91.0% | +140.8% | -49.8% | +46.9% |
| All | +91.0% | +141.1% | -50.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling