+129.2%
PH vs ELF
+19.0%
+110.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.9% | +2.4% |
| 7D | +2.0% | +4.0% | -2.0% | +1.7% |
| 30D | -3.7% | +10.6% | -14.3% | -4.5% |
| 3M | -14.0% | +25.8% | -39.9% | -15.7% |
| 6M | +2.1% | +89.1% | -86.9% | -3.1% |
| YTD | +5.1% | +52.7% | -47.7% | +0.9% |
| 1Y | +10.9% | +51.7% | -40.8% | +6.4% |
| All | +129.2% | +19.0% | +110.2% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling