+277.7%
ELF vs PHM
+580.2%
-302.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.1% | -3.6% |
| 7D | -6.8% | -3.9% | -2.9% | -5.1% |
| 30D | +5.1% | -8.6% | +13.6% | +9.5% |
| 3M | +79.8% | -2.9% | +82.7% | +81.4% |
| 6M | +29.7% | -5.7% | +35.4% | +32.2% |
| YTD | +31.6% | +1.9% | +29.8% | +29.4% |
| 1Y | -27.9% | -12.3% | -15.6% | -24.4% |
| 3Y | -26.4% | +50.8% | -77.2% | -40.4% |
| 5Y | +235.6% | +157.3% | +78.3% | +111.5% |
| All | +277.7% | +580.2% | -302.5% | +68.5% |
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