+30.8%
EMB vs PHM
+571.9%
-541.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | 0.0% | -3.9% | +3.9% | +0.6% |
| 30D | -0.3% | -8.6% | +8.3% | +0.9% |
| 3M | -0.3% | -2.9% | +2.6% | -0.1% |
| 6M | +0.7% | -5.7% | +6.5% | +1.2% |
| YTD | +1.3% | +1.9% | -0.6% | +0.4% |
| 1Y | +4.7% | -12.3% | +17.0% | +5.9% |
| 3Y | +30.1% | +50.8% | -20.7% | +19.7% |
| 5Y | +6.9% | +157.3% | -150.4% | -10.6% |
| All | +30.8% | +571.9% | -541.2% | -0.2% |
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 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