+24,016.6%
PH vs ES
+1,249.3%
+22,767.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +1.7% | +6.7% | -5.0% | -0.9% |
| 3M | -8.1% | +0.3% | -8.5% | -8.6% |
| 6M | +11.5% | +7.4% | +4.1% | +8.1% |
| YTD | +11.4% | +8.4% | +3.0% | +7.3% |
| 1Y | +14.1% | +0.6% | +13.5% | +12.3% |
| 3Y | +138.2% | +50.6% | +87.6% | +98.4% |
| 5Y | +216.0% | +4.8% | +211.2% | +197.1% |
| 10Y | +710.0% | +93.1% | +616.9% | +501.3% |
| All | +24,016.6% | +1,249.3% | +22,767.3% | +10,271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling