+1,344.7%
EME vs PHM
+568.1%
+776.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.8% |
| 7D | +3.5% | -5.0% | +8.5% | +5.3% |
| 30D | -6.3% | -8.4% | +2.1% | -3.6% |
| 3M | -3.8% | -4.4% | +0.7% | -3.2% |
| 6M | +8.5% | -3.7% | +12.2% | +8.7% |
| YTD | +27.8% | +1.3% | +26.5% | +25.1% |
| 1Y | +22.2% | -14.0% | +36.3% | +26.3% |
| 3Y | +253.5% | +48.1% | +205.4% | +187.7% |
| 5Y | +578.6% | +158.8% | +419.8% | +331.5% |
| All | +1,344.7% | +568.1% | +776.6% | +542.7% |
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