+1,605.4%
PH vs EMB
+126.0%
+1,479.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -3.7% | +1.3% | -5.0% | -5.0% |
| 3M | -14.0% | -2.7% | -11.3% | -11.7% |
| 6M | +2.1% | -2.8% | +4.9% | +5.0% |
| YTD | +5.1% | -1.1% | +6.2% | +6.3% |
| 1Y | +10.9% | 0.0% | +11.0% | +11.1% |
| 3Y | +132.9% | +28.8% | +104.2% | +84.0% |
| 5Y | +200.1% | +6.0% | +194.1% | +184.6% |
| 10Y | +783.8% | +29.1% | +754.7% | +635.7% |
| All | +1,605.4% | +126.0% | +1,479.4% | +1,026.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling