+5,840.5%
PH vs ELV
+2,594.5%
+3,246.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +1.0% | +3.4% | +4.0% |
| 30D | +0.1% | +0.4% | -0.2% | -0.4% |
| 3M | -9.4% | +8.4% | -17.7% | -12.5% |
| 6M | +8.8% | +8.4% | +0.3% | +4.2% |
| YTD | +9.6% | +24.4% | -14.7% | -1.2% |
| 1Y | +14.4% | +33.5% | -19.0% | +0.3% |
| 3Y | +134.5% | -2.1% | +136.6% | +121.5% |
| 5Y | +204.4% | +5.8% | +198.7% | +172.8% |
| 10Y | +697.3% | +268.9% | +428.4% | +336.2% |
| All | +5,840.5% | +2,594.5% | +3,246.0% | +1,805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling