+62,321.4%
EME vs PHM
+5,296.5%
+57,024.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.6% |
| 7D | +5.2% | -2.5% | +7.6% | +5.9% |
| 30D | -5.4% | -9.7% | +4.3% | -2.5% |
| 3M | -6.1% | +2.2% | -8.3% | -7.5% |
| 6M | +9.7% | -5.7% | +15.3% | +10.6% |
| YTD | +26.6% | +2.8% | +23.7% | +23.8% |
| 1Y | +24.6% | -14.4% | +39.1% | +28.6% |
| 3Y | +249.6% | +52.2% | +197.4% | +192.4% |
| 5Y | +556.6% | +154.3% | +402.3% | +354.0% |
| 10Y | +1,286.6% | +545.9% | +740.8% | +576.3% |
| All | +62,321.4% | +5,296.5% | +57,024.9% | +20,593.7% |
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 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