+65.8%
EMR vs PHM
+152.6%
-86.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | +0.9% | -3.9% | +4.8% | +2.3% |
| 30D | -5.0% | -8.6% | +3.6% | -2.0% |
| 3M | +5.9% | -2.9% | +8.8% | +6.6% |
| 6M | +7.3% | -5.7% | +13.0% | +9.1% |
| YTD | +14.6% | +1.9% | +12.7% | +13.3% |
| 1Y | +15.6% | -12.3% | +28.0% | +19.8% |
| 3Y | +60.2% | +50.8% | +9.4% | +35.3% |
| 5Y | +65.8% | +157.3% | -91.5% | +12.5% |
| All | +65.8% | +152.6% | -86.7% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling