+737.3%
PH vs EL
+63.1%
+674.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +3.2% |
| 7D | +3.0% | +8.0% | -5.0% | +0.1% |
| 30D | -0.6% | +15.4% | -16.0% | -6.0% |
| 3M | -10.7% | +28.5% | -39.3% | -19.6% |
| 6M | +9.1% | +32.2% | -23.2% | -3.8% |
| YTD | +9.5% | +9.2% | +0.3% | +1.4% |
| 1Y | +14.0% | +30.8% | -16.8% | -2.2% |
| 3Y | +138.9% | +3.7% | +135.2% | +103.7% |
| 5Y | +209.1% | -64.8% | +273.9% | +356.9% |
| 10Y | +737.3% | +60.0% | +677.3% | +553.9% |
| All | +737.3% | +63.1% | +674.2% | +553.9% |
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