+3,010.5%
PH vs EFV
+258.8%
+2,751.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.1% | +1.5% | -4.6% | -4.5% |
| 30D | -3.2% | +1.7% | -5.0% | -4.9% |
| 3M | +10.6% | +8.6% | +1.9% | +1.7% |
| 6M | -2.1% | +11.7% | -13.8% | -12.5% |
| YTD | +10.2% | +19.3% | -9.1% | -7.9% |
| 1Y | +28.2% | +30.2% | -2.0% | -1.8% |
| 3Y | +134.9% | +91.6% | +43.3% | +22.6% |
| 5Y | +253.6% | +96.4% | +157.2% | +81.4% |
| 10Y | +804.7% | +166.5% | +638.3% | +267.3% |
| All | +3,010.5% | +258.8% | +2,751.6% | +855.7% |
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 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