+801.4%
PH vs ELF
+357.0%
+444.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -3.1% | +5.4% | -8.4% | -3.9% |
| 30D | -3.2% | +27.0% | -30.2% | -7.1% |
| 3M | +10.6% | +113.2% | -102.6% | -3.0% |
| 6M | -2.1% | +36.6% | -38.7% | -8.2% |
| YTD | +10.2% | +44.2% | -34.0% | +1.8% |
| 1Y | +28.2% | -18.0% | +46.2% | +27.3% |
| 3Y | +134.9% | -19.9% | +154.8% | +114.5% |
| 5Y | +253.6% | +257.7% | -4.1% | +120.0% |
| All | +801.4% | +357.0% | +444.5% | +354.4% |
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 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