+938.8%
PH vs ESI
+224.6%
+714.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.4% |
| 7D | -3.1% | +3.3% | -6.4% | -4.3% |
| 30D | -3.2% | -5.9% | +2.6% | -1.1% |
| 3M | +10.6% | -14.1% | +24.7% | +16.0% |
| 6M | -2.1% | +6.6% | -8.7% | -6.9% |
| YTD | +10.2% | +45.0% | -34.8% | -8.0% |
| 1Y | +28.2% | +41.5% | -13.2% | +7.6% |
| 3Y | +134.9% | +78.8% | +56.1% | +77.7% |
| 5Y | +253.6% | +70.9% | +182.8% | +169.6% |
| 10Y | +804.7% | +317.1% | +487.7% | +400.9% |
| All | +938.8% | +224.6% | +714.2% | +541.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling