+713.9%
PH vs ELF
+357.0%
+356.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.1% | +6.3% | -4.2% | +1.1% |
| 30D | +0.3% | +8.5% | -8.2% | -1.1% |
| 3M | -8.8% | +24.4% | -33.2% | -12.3% |
| 6M | +10.0% | +94.7% | -84.7% | -2.4% |
| YTD | +10.5% | +55.9% | -45.4% | +0.6% |
| 1Y | +15.5% | +48.4% | -32.9% | +5.9% |
| 3Y | +136.4% | +24.6% | +111.7% | +97.3% |
| 5Y | +213.6% | +285.0% | -71.4% | +92.6% |
| 10Y | +713.9% | +357.2% | +356.7% | +308.4% |
| All | +713.9% | +357.0% | +356.9% | +308.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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