+713.9%
PH vs ESI
+306.3%
+407.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +2.1% | -6.6% | +8.8% | +5.7% |
| 30D | +0.3% | -9.8% | +10.1% | +5.5% |
| 3M | -8.8% | -11.9% | +3.1% | -3.5% |
| 6M | +10.0% | -25.1% | +35.1% | +24.5% |
| YTD | +10.5% | +31.9% | -21.4% | -11.2% |
| 1Y | +15.5% | +19.2% | -3.7% | -2.0% |
| 3Y | +136.4% | +76.2% | +60.2% | +55.3% |
| 5Y | +213.6% | +39.4% | +174.2% | +130.9% |
| 10Y | +713.9% | +304.9% | +409.0% | +248.9% |
| All | +713.9% | +306.3% | +407.6% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling