+695.9%
PH vs EME
+905.2%
-209.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.3% | +8.4% | -4.0% | -0.1% |
| 30D | +0.1% | -11.5% | +11.6% | +6.5% |
| 3M | -9.4% | -20.6% | +11.3% | +1.6% |
| 6M | +8.8% | -28.5% | +37.2% | +27.0% |
| YTD | +9.6% | +8.0% | +1.6% | -0.5% |
| 1Y | +14.4% | +6.8% | +7.7% | +4.3% |
| 3Y | +134.5% | +213.9% | -79.4% | -1.6% |
| 5Y | +204.4% | +414.8% | -210.4% | -9.6% |
| All | +695.9% | +905.2% | -209.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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