+21.3%
ELF vs PHM
+59.3%
-38.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +1.6% | -4.1% | +5.7% | +3.7% |
| 30D | +9.1% | +16.1% | -7.0% | +0.4% |
| 3M | +28.2% | -2.5% | +30.7% | +29.0% |
| 6M | +119.5% | +12.9% | +106.6% | +102.5% |
| YTD | +55.2% | +9.0% | +46.1% | +45.4% |
| 1Y | +58.6% | +8.2% | +50.4% | +49.2% |
| 3Y | +21.3% | +58.4% | -37.2% | -16.0% |
| All | +21.3% | +59.3% | -38.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling