+83.6%
EEM vs PHM
+47.0%
+36.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.7% |
| 7D | -0.7% | -6.4% | +5.7% | +0.6% |
| 30D | +2.4% | -12.1% | +14.5% | +4.9% |
| 3M | +4.2% | -1.5% | +5.7% | +4.0% |
| 6M | +14.8% | -6.0% | +20.8% | +15.3% |
| YTD | +23.1% | -0.3% | +23.4% | +22.1% |
| 1Y | +32.5% | -13.3% | +45.9% | +34.8% |
| All | +83.6% | +47.0% | +36.6% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling