+27.6%
PH vs ESI
+39.7%
-12.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +0.4% | +5.4% | -5.0% | -1.1% |
| 30D | -10.8% | -4.2% | -6.6% | -9.8% |
| 3M | +8.5% | -9.6% | +18.1% | +10.7% |
| 6M | +3.9% | +18.3% | -14.4% | -3.9% |
| YTD | +9.4% | +45.8% | -36.4% | -6.4% |
| All | +27.6% | +39.7% | -12.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling