+797.8%
PH vs EFV
+169.9%
+627.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -0.3% |
| 30D | -11.0% | +0.6% | -11.6% | -11.7% |
| 3M | +5.5% | +7.5% | -2.0% | -3.8% |
| 6M | +1.5% | +13.0% | -11.6% | -13.4% |
| YTD | +8.8% | +18.3% | -9.5% | -12.7% |
| 1Y | +24.5% | +26.7% | -2.2% | -8.5% |
| 3Y | +141.2% | +89.6% | +51.6% | +4.4% |
| 5Y | +256.3% | +98.2% | +158.1% | +45.4% |
| All | +797.8% | +169.9% | +627.9% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling