+251.1%
PH vs ELV
+14.8%
+236.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | -10.3% | -0.2% | -10.1% | -10.3% |
| 3M | +5.1% | -6.1% | +11.2% | +5.9% |
| 6M | +2.3% | +42.8% | -40.5% | -4.2% |
| YTD | +8.7% | +14.4% | -5.7% | +5.3% |
| 1Y | +26.8% | +28.6% | -1.8% | +20.0% |
| 3Y | +139.2% | -7.4% | +146.6% | +137.5% |
| 5Y | +251.1% | +14.5% | +236.6% | +210.7% |
| All | +251.1% | +14.8% | +236.3% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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