+313.8%
ELF vs PHM
+611.7%
-297.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +5.4% | -3.2% | +8.5% | +6.9% |
| 30D | +27.0% | -6.4% | +33.4% | +30.8% |
| 3M | +113.2% | +5.5% | +107.7% | +107.1% |
| 6M | +36.6% | -5.4% | +42.0% | +39.0% |
| YTD | +44.2% | +6.6% | +37.6% | +38.8% |
| 1Y | -18.0% | -8.8% | -9.1% | -15.5% |
| 3Y | -19.9% | +54.1% | -74.0% | -35.9% |
| 5Y | +257.7% | +144.5% | +113.2% | +129.2% |
| All | +313.8% | +611.7% | -297.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling