+3,912.1%
EMR vs PH
+25,185.5%
-21,273.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -1.5% | -3.1% | +1.5% | +0.1% |
| 30D | -5.6% | -3.2% | -2.4% | -4.3% |
| 3M | +7.9% | +10.6% | -2.6% | +2.0% |
| 6M | +6.0% | -2.1% | +8.2% | +7.0% |
| YTD | +16.4% | +10.2% | +6.3% | +10.5% |
| 1Y | +16.6% | +28.2% | -11.6% | +1.8% |
| 3Y | +62.9% | +134.9% | -72.0% | +2.7% |
| 5Y | +60.1% | +253.6% | -193.5% | -19.7% |
| 10Y | +268.7% | +804.7% | -536.0% | +14.0% |
| All | +3,912.1% | +25,185.5% | -21,273.5% | +283.1% |
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