Understanding the latent disease patterns embedded in electronic health records (EHRs) is crucial for making precise and proactive healthcare decisions. Federated graph learning-based methods are commonly employed to extract complex disease patterns from the distributed EHRs without sharing the client-side raw data. However, the intrinsic characteristics of the distributed EHRs are typically non-independent and identically distributed (Non-IID), significantly bringing challenges related to data imbalance and leading to a notable decrease in the effectiveness of making healthcare decisions derived from the global model. To address these challenges, we introduce a novel personalized federated learning framework named PEARL, which is designed for disease prediction on Non-IID EHRs. Specifically, PEARL incorporates disease diagnostic code attention and admission record attention to extract patient embeddings from all EHRs. Then, PEARL integrates self-supervised learning into a federated learning framework to train a global model for hierarchical disease prediction. To improve the performance of the client model, we further introduce a fine-tuning scheme to personalize the global model using local EHRs. During the global model updating process, a differential privacy (DP) scheme is implemented, providing a high-level privacy guarantee. Extensive experiments conducted on the real-world MIMIC-III dataset validate the effectiveness of PEARL, demonstrating competitive results when compared with baselines.