+277.4%
EMR vs PH
+795.7%
-518.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -5.0% | -10.3% | +5.3% | +2.4% |
| 3M | +5.9% | +5.1% | +0.9% | +1.9% |
| 6M | +7.3% | +2.3% | +5.0% | +5.1% |
| YTD | +14.6% | +8.7% | +5.9% | +7.7% |
| 1Y | +15.6% | +26.8% | -11.1% | -2.6% |
| 3Y | +60.2% | +139.2% | -79.0% | -14.1% |
| 5Y | +65.8% | +251.1% | -185.3% | -34.0% |
| 10Y | +277.4% | +812.6% | -535.2% | -28.0% |
| All | +277.4% | +795.7% | -518.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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