+11,312.8%
PH vs EME
+53,473.8%
-42,161.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.3% | +8.4% | -4.0% | +1.1% |
| 30D | +0.1% | -11.5% | +11.6% | +4.8% |
| 3M | -9.4% | -20.6% | +11.3% | -1.4% |
| 6M | +8.8% | -28.5% | +37.2% | +21.7% |
| YTD | +9.6% | +8.0% | +1.6% | +3.4% |
| 1Y | +14.4% | +6.8% | +7.7% | +8.3% |
| 3Y | +134.5% | +213.9% | -79.4% | +39.5% |
| 5Y | +204.4% | +414.8% | -210.4% | +48.9% |
| 10Y | +697.3% | +916.9% | -219.7% | +200.2% |
| All | +11,312.8% | +53,473.8% | -42,161.0% | +2,179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling