+2,385.0%
ELV vs PHM
+1,725.9%
+659.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.2% | -0.7% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | +2.0% | -9.7% | +11.6% | +3.9% |
| 3M | -3.5% | +2.2% | -5.7% | -4.4% |
| 6M | +40.2% | -5.7% | +45.9% | +40.8% |
| YTD | +15.8% | +2.8% | +13.0% | +14.2% |
| 1Y | +33.2% | -14.4% | +47.6% | +35.9% |
| 3Y | -6.2% | +52.2% | -58.4% | -16.6% |
| 5Y | +16.4% | +154.3% | -137.8% | -9.0% |
| 10Y | +259.8% | +545.9% | -286.1% | +125.1% |
| All | +2,385.0% | +1,725.9% | +659.1% | +1,115.7% |
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