+812.6%
PH vs EMB
+29.7%
+782.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.3% | -0.3% | -10.0% | -9.9% |
| 3M | +5.1% | -0.3% | +5.4% | +5.6% |
| 6M | +2.3% | +0.7% | +1.5% | +1.3% |
| YTD | +8.7% | +1.3% | +7.4% | +6.9% |
| 1Y | +26.8% | +4.7% | +22.1% | +18.8% |
| 3Y | +139.2% | +30.1% | +109.1% | +64.2% |
| 5Y | +251.1% | +6.9% | +244.2% | +234.1% |
| 10Y | +812.6% | +30.7% | +781.8% | +606.8% |
| All | +812.6% | +29.7% | +782.9% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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