-35.6%
ELAN vs PHM
+381.4%
-417.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.7% |
| 7D | -5.4% | -5.0% | -0.5% | -3.5% |
| 30D | +4.7% | -8.4% | +13.1% | +8.5% |
| 3M | -3.7% | -4.4% | +0.8% | -2.2% |
| 6M | -1.2% | -3.7% | +2.5% | +0.2% |
| YTD | +2.4% | +1.3% | +1.1% | +1.4% |
| 1Y | +23.4% | -14.0% | +37.4% | +29.8% |
| 3Y | +96.7% | +48.1% | +48.6% | +63.7% |
| 5Y | -30.6% | +158.8% | -189.4% | -54.2% |
| All | -35.6% | +381.4% | -417.0% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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