+251.1%
PH vs EME
+544.7%
-293.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -1.2% |
| 30D | -10.3% | -6.8% | -3.5% | -7.7% |
| 3M | +5.1% | -8.8% | +13.9% | +8.0% |
| 6M | +2.3% | +5.0% | -2.7% | -2.4% |
| YTD | +8.7% | +23.5% | -14.8% | -4.9% |
| 1Y | +26.8% | +21.3% | +5.5% | +8.5% |
| 3Y | +139.2% | +241.1% | -101.9% | +3.2% |
| 5Y | +251.1% | +549.2% | -298.0% | -5.1% |
| All | +251.1% | +544.7% | -293.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling