+137.1%
PH vs EFV
+88.2%
+48.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.3% |
| 7D | -3.1% | -2.0% | -1.1% | -1.3% |
| 30D | -11.8% | -0.2% | -11.6% | -11.6% |
| 3M | +6.9% | +9.1% | -2.2% | -1.7% |
| 6M | -1.3% | +11.7% | -13.0% | -11.4% |
| YTD | +7.0% | +17.0% | -10.1% | -8.8% |
| 1Y | +23.1% | +26.7% | -3.6% | -3.2% |
| All | +137.1% | +88.2% | +48.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling