+703.5%
PH vs EL
+65.3%
+638.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +2.1% | +7.6% | -5.5% | -0.6% |
| 30D | +0.3% | +15.7% | -15.4% | -5.3% |
| 3M | -8.8% | +30.5% | -39.3% | -18.4% |
| 6M | +10.0% | +32.5% | -22.5% | -3.1% |
| YTD | +10.5% | +9.4% | +1.0% | +2.2% |
| 1Y | +15.5% | +28.4% | -12.8% | -0.2% |
| 3Y | +136.4% | +4.4% | +131.9% | +100.7% |
| 5Y | +213.6% | -64.5% | +278.1% | +362.1% |
| All | +703.5% | +65.3% | +638.2% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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