+710.0%
PH vs EL
+63.7%
+646.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +6.9% | +0.3% | +6.6% | +6.8% |
| 30D | +1.7% | +12.3% | -10.6% | -2.9% |
| 3M | -8.1% | +28.4% | -36.5% | -17.3% |
| 6M | +11.5% | +36.7% | -25.2% | -3.0% |
| YTD | +11.4% | +8.4% | +3.0% | +3.3% |
| 1Y | +14.1% | +25.4% | -11.3% | -0.6% |
| 3Y | +138.2% | +3.4% | +134.8% | +103.0% |
| 5Y | +216.0% | -64.8% | +280.8% | +366.6% |
| 10Y | +710.0% | +63.0% | +647.0% | +511.9% |
| All | +710.0% | +63.7% | +646.3% | +511.9% |
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