+134.5%
PH vs EL
+3.0%
+131.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +4.3% | +1.5% | +2.8% | +4.1% |
| 30D | +0.1% | +10.0% | -9.9% | -1.5% |
| 3M | -9.4% | +28.4% | -37.8% | -13.4% |
| 6M | +8.8% | +37.1% | -28.3% | +2.3% |
| YTD | +9.6% | +7.8% | +1.8% | +6.6% |
| 1Y | +14.4% | +26.0% | -11.6% | +7.7% |
| 3Y | +134.5% | +3.8% | +130.7% | +108.6% |
| All | +134.5% | +3.0% | +131.6% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling