+128.5%
EEM vs PHM
+568.1%
-439.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | -1.3% | -5.0% | +3.7% | 0.0% |
| 30D | +2.1% | -8.4% | +10.5% | +4.2% |
| 3M | +1.0% | -4.4% | +5.5% | +1.7% |
| 6M | +15.9% | -3.7% | +19.7% | +16.3% |
| YTD | +24.6% | +1.3% | +23.4% | +23.2% |
| 1Y | +32.3% | -14.0% | +46.3% | +35.7% |
| 3Y | +85.9% | +48.1% | +37.8% | +61.7% |
| 5Y | +45.4% | +158.8% | -113.4% | +5.9% |
| All | +128.5% | +568.1% | -439.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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