+4,162.2%
EMR vs PH
+24,008.7%
-19,846.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -1.7% |
| 7D | -1.6% | +2.0% | -3.6% | -2.7% |
| 30D | +2.0% | -3.7% | +5.6% | +3.7% |
| 3M | +3.8% | -14.0% | +17.9% | +12.2% |
| 6M | +10.5% | +2.1% | +8.4% | +8.7% |
| YTD | +23.7% | +5.1% | +18.6% | +20.0% |
| 1Y | +25.4% | +10.9% | +14.5% | +18.2% |
| 3Y | +86.6% | +132.9% | -46.4% | +18.3% |
| 5Y | +83.0% | +200.1% | -117.1% | 0.0% |
| 10Y | +319.5% | +783.8% | -464.3% | +31.1% |
| All | +4,162.2% | +24,008.7% | -19,846.5% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling