+856.1%
EEM vs PHM
+982.7%
-126.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.2% |
| 7D | +3.1% | -2.5% | +5.6% | +3.8% |
| 30D | +4.9% | -9.7% | +14.5% | +7.9% |
| 3M | +5.2% | +2.2% | +3.0% | +4.0% |
| 6M | +20.7% | -5.7% | +26.4% | +21.9% |
| YTD | +26.5% | +2.8% | +23.6% | +24.1% |
| 1Y | +37.8% | -14.4% | +52.3% | +42.2% |
| 3Y | +91.0% | +52.2% | +38.8% | +61.0% |
| 5Y | +47.0% | +154.3% | -107.2% | +2.6% |
| 10Y | +125.6% | +545.9% | -420.3% | +8.1% |
| All | +856.1% | +982.7% | -126.6% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling