+4,298.5%
EMR vs PHM
+12,054.4%
-7,755.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.2% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | +3.5% | +16.5% | -13.0% | -0.7% |
| 3M | +5.9% | +0.6% | +5.3% | +5.4% |
| 6M | +19.4% | +11.6% | +7.9% | +15.5% |
| YTD | +27.7% | +12.1% | +15.6% | +23.3% |
| 1Y | +30.9% | +9.6% | +21.3% | +27.1% |
| 3Y | +104.2% | +62.3% | +41.9% | +76.8% |
| 5Y | +89.6% | +170.4% | -80.8% | +41.4% |
| 10Y | +280.0% | +683.0% | -403.0% | +109.9% |
| All | +4,298.5% | +12,054.4% | -7,755.9% | +980.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling