+338.3%
ELF vs PHM
+659.4%
-321.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.6% |
| 7D | +4.0% | +6.2% | -2.2% | +0.9% |
| 30D | +10.6% | +17.9% | -7.4% | +2.1% |
| 3M | +25.8% | +2.5% | +23.3% | +23.8% |
| 6M | +89.1% | +10.8% | +78.3% | +78.4% |
| YTD | +52.7% | +13.7% | +39.0% | +42.0% |
| 1Y | +51.7% | +12.4% | +39.4% | +41.7% |
| 3Y | +14.2% | +65.6% | -51.4% | -11.7% |
| 5Y | +270.7% | +175.3% | +95.4% | +125.0% |
| 10Y | +341.9% | +713.9% | -372.0% | +81.6% |
| All | +338.3% | +659.4% | -321.1% | +85.0% |
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 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