+812.6%
PH vs EL
+28.8%
+783.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.8% |
| 30D | -10.3% | +13.7% | -24.0% | -15.1% |
| 3M | +5.1% | +14.5% | -9.4% | -1.2% |
| 6M | +2.3% | +7.4% | -5.1% | -2.9% |
| YTD | +8.7% | -4.7% | +13.4% | +6.3% |
| 1Y | +26.8% | +12.9% | +13.8% | +14.4% |
| 3Y | +139.2% | -32.2% | +171.4% | +147.5% |
| 5Y | +251.1% | -68.4% | +319.5% | +435.9% |
| 10Y | +812.6% | +28.3% | +784.3% | +649.4% |
| All | +812.6% | +28.8% | +783.7% | +649.4% |
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