+132.9%
PH vs EL
+3.8%
+129.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -3.7% | +16.5% | -20.2% | -6.2% |
| 3M | -14.0% | +29.2% | -43.2% | -18.0% |
| 6M | +2.1% | +27.9% | -25.8% | -2.8% |
| YTD | +5.1% | +6.2% | -1.1% | +2.4% |
| 1Y | +10.9% | +27.2% | -16.2% | +4.1% |
| 3Y | +132.9% | +3.2% | +129.7% | +107.9% |
| All | +132.9% | +3.8% | +129.2% | +107.9% |
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 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