+3,018.8%
PH vs EFV
+248.5%
+2,770.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +2.1% | +2.1% | 0.0% | -0.2% |
| 30D | +0.3% | +3.1% | -2.8% | -2.9% |
| 3M | -8.8% | -1.3% | -7.5% | -7.9% |
| 6M | +10.0% | +6.0% | +4.0% | +3.4% |
| YTD | +10.5% | +15.8% | -5.4% | -5.3% |
| 1Y | +15.5% | +21.1% | -5.6% | -5.2% |
| 3Y | +136.4% | +91.0% | +45.4% | +23.2% |
| 5Y | +213.6% | +94.3% | +119.3% | +62.1% |
| 10Y | +713.9% | +160.4% | +553.5% | +237.1% |
| All | +3,018.8% | +248.5% | +2,770.3% | +883.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling