+60.2%
EMR vs PHM
+51.6%
+8.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.9% |
| 7D | +3.1% | -2.5% | +5.5% | +4.0% |
| 30D | -3.5% | -9.7% | +6.1% | +0.1% |
| 3M | +9.8% | +2.2% | +7.6% | +8.4% |
| 6M | +10.8% | -5.7% | +16.5% | +12.5% |
| YTD | +15.9% | +2.8% | +13.1% | +14.1% |
| 1Y | +16.4% | -14.4% | +30.9% | +21.5% |
| All | +60.2% | +51.6% | +8.6% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling