+812.6%
PH vs ESI
+308.3%
+504.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | 0.0% |
| 7D | 0.0% | +3.9% | -3.9% | -2.0% |
| 30D | -10.3% | -3.8% | -6.5% | -8.7% |
| 3M | +5.1% | -13.1% | +18.2% | +11.2% |
| 6M | +2.3% | +11.3% | -9.0% | -7.1% |
| YTD | +8.7% | +44.1% | -35.4% | -15.5% |
| 1Y | +26.8% | +40.3% | -13.6% | -0.7% |
| 3Y | +139.2% | +84.1% | +55.1% | +56.7% |
| 5Y | +251.1% | +75.8% | +175.3% | +131.0% |
| 10Y | +812.6% | +320.7% | +491.8% | +267.5% |
| All | +812.6% | +308.3% | +504.3% | +267.5% |
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