+127.9%
EMB vs PHM
+1,451.4%
-1,323.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.4% | -4.8% | +4.4% | 0.0% |
| 30D | +1.5% | +16.5% | -15.0% | +0.3% |
| 3M | -1.6% | -2.0% | +0.4% | -1.5% |
| 6M | -1.5% | +12.7% | -14.1% | -2.6% |
| YTD | -0.1% | +11.2% | -11.2% | -1.2% |
| 1Y | +0.5% | +7.7% | -7.2% | -0.4% |
| 3Y | +30.2% | +60.9% | -30.7% | +24.5% |
| 5Y | +8.6% | +167.7% | -159.1% | -0.6% |
| 10Y | +36.9% | +692.1% | -655.2% | +16.7% |
| All | +127.9% | +1,451.4% | -1,323.5% | +84.5% |
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 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