+854.3%
EEM vs PH
+5,292.7%
-4,438.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.3% | -3.1% | +5.4% | +4.0% |
| 30D | +4.5% | -3.2% | +7.8% | +6.0% |
| 3M | -0.1% | +10.6% | -10.6% | -5.9% |
| 6M | +16.9% | -2.1% | +19.1% | +17.1% |
| YTD | +26.2% | +10.2% | +16.0% | +18.3% |
| 1Y | +40.5% | +28.2% | +12.3% | +20.6% |
| 3Y | +86.2% | +134.9% | -48.7% | +8.5% |
| 5Y | +45.5% | +253.6% | -208.2% | -35.9% |
| 10Y | +128.6% | +804.7% | -676.1% | -52.2% |
| All | +854.3% | +5,292.7% | -4,438.4% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling