+125.6%
EMB vs PHM
+1,421.6%
-1,296.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.6% |
| 30D | +0.4% | +16.1% | -15.8% | -0.8% |
| 3M | -3.1% | -2.5% | -0.6% | -3.0% |
| 6M | -2.1% | +12.9% | -15.0% | -3.1% |
| YTD | -1.1% | +9.0% | -10.1% | -2.1% |
| 1Y | -0.1% | +8.2% | -8.2% | -1.0% |
| 3Y | +29.6% | +58.4% | -28.9% | +24.0% |
| 5Y | +7.2% | +159.2% | -152.0% | -1.7% |
| 10Y | +35.5% | +676.9% | -641.4% | +15.7% |
| All | +125.6% | +1,421.6% | -1,296.0% | +82.9% |
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