-24.4%
ELF vs PHM
-13.4%
-11.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -3.3% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | +5.9% | -9.7% | +15.6% | +10.9% |
| 3M | +99.5% | +2.2% | +97.3% | +95.6% |
| 6M | +26.5% | -5.7% | +32.2% | +28.9% |
| YTD | +37.2% | +2.8% | +34.3% | +35.5% |
| 1Y | -24.4% | -14.4% | -10.0% | -24.6% |
| All | -24.4% | -13.4% | -11.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling