+795.8%
PH vs ELF
+397.3%
+398.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +3.8% |
| 7D | +3.0% | +7.8% | -4.8% | +1.8% |
| 30D | -0.6% | +9.3% | -9.9% | -2.1% |
| 3M | -10.7% | +21.2% | -31.9% | -13.8% |
| 6M | +9.1% | +96.1% | -87.0% | -3.3% |
| YTD | +9.5% | +57.0% | -47.5% | -0.4% |
| 1Y | +14.0% | +61.9% | -47.8% | +2.9% |
| 3Y | +138.9% | +20.0% | +118.9% | +101.2% |
| 5Y | +209.1% | +284.8% | -75.6% | +90.4% |
| 10Y | +737.3% | +364.2% | +373.1% | +315.0% |
| All | +795.8% | +397.3% | +398.5% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling