+22,650.5%
PH vs ES
+1,235.9%
+21,414.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.7% | +3.9% |
| 7D | +2.0% | +1.9% | +0.1% | +1.2% |
| 30D | -3.7% | +7.1% | -10.7% | -6.2% |
| 3M | -14.0% | -1.9% | -12.1% | -13.8% |
| 6M | +2.1% | +4.4% | -2.2% | 0.0% |
| YTD | +5.1% | +7.3% | -2.3% | +1.6% |
| 1Y | +10.9% | +2.1% | +8.8% | +8.6% |
| 3Y | +132.9% | +41.8% | +91.1% | +98.2% |
| 5Y | +200.1% | +1.4% | +198.6% | +185.4% |
| 10Y | +783.8% | +86.8% | +697.0% | +563.3% |
| All | +22,650.5% | +1,235.9% | +21,414.6% | +9,718.6% |
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