+14.5%
PH vs ES
-0.3%
+14.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -0.6% | +5.7% | -6.3% | -1.0% |
| 3M | -10.7% | -2.8% | -7.9% | -10.3% |
| 6M | +9.1% | +7.0% | +2.1% | +8.4% |
| YTD | +9.5% | +6.8% | +2.7% | +9.3% |
| All | +14.5% | -0.3% | +14.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling