+253.6%
PH vs EL
-67.1%
+320.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -3.2% | +19.8% | -23.1% | -7.9% |
| 3M | +10.6% | +25.7% | -15.1% | +3.8% |
| 6M | -2.1% | +5.4% | -7.6% | -4.6% |
| YTD | +10.2% | +0.2% | +10.0% | +7.6% |
| 1Y | +28.2% | +20.4% | +7.8% | +18.0% |
| 3Y | +134.9% | -32.1% | +167.0% | +143.2% |
| All | +253.6% | -67.1% | +320.8% | +405.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling