+275.1%
ELF vs PHM
+175.2%
+99.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.7% |
| 7D | +4.0% | +6.2% | -2.2% | +0.5% |
| 30D | +10.6% | +17.9% | -7.4% | +1.0% |
| 3M | +25.8% | +2.5% | +23.3% | +23.5% |
| 6M | +89.1% | +10.8% | +78.3% | +76.8% |
| YTD | +52.7% | +13.7% | +39.0% | +40.3% |
| 1Y | +51.7% | +12.4% | +39.4% | +40.2% |
| 3Y | +14.2% | +65.6% | -51.4% | -16.5% |
| All | +275.1% | +175.2% | +99.9% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling