+280.4%
EMR vs PHM
+670.5%
-390.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.8% | -4.1% | +7.0% | +4.4% |
| 30D | +3.7% | +16.1% | -12.5% | -2.2% |
| 3M | +2.0% | -2.5% | +4.5% | +2.5% |
| 6M | +22.1% | +12.9% | +9.2% | +15.8% |
| YTD | +27.2% | +9.0% | +18.2% | +22.1% |
| 1Y | +32.0% | +8.2% | +23.9% | +26.9% |
| 3Y | +103.3% | +58.4% | +44.8% | +65.5% |
| 5Y | +88.2% | +159.2% | -71.0% | +23.2% |
| All | +280.4% | +670.5% | -390.2% | +72.9% |
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