+5,934.9%
PH vs ELV
+2,593.1%
+3,341.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | -1.1% | +8.0% | +7.2% |
| 30D | +1.7% | +1.8% | -0.1% | +0.7% |
| 3M | -8.1% | +10.5% | -18.6% | -11.9% |
| 6M | +11.5% | +13.5% | -2.0% | +5.1% |
| YTD | +11.4% | +24.3% | -12.9% | +0.3% |
| 1Y | +14.1% | +38.9% | -24.8% | -1.5% |
| 3Y | +138.2% | -1.5% | +139.7% | +124.4% |
| 5Y | +216.0% | +7.3% | +208.7% | +181.6% |
| 10Y | +710.0% | +268.7% | +441.2% | +343.2% |
| All | +5,934.9% | +2,593.1% | +3,341.7% | +1,836.3% |
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