+890.4%
PH vs ESI
+182.6%
+707.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.1% |
| 7D | +2.0% | -8.5% | +10.5% | +5.5% |
| 30D | -3.7% | -15.7% | +12.0% | +2.8% |
| 3M | -14.0% | -18.2% | +4.2% | -7.6% |
| 6M | +2.1% | -28.8% | +31.0% | +14.5% |
| YTD | +5.1% | +26.3% | -21.2% | -7.8% |
| 1Y | +10.9% | +18.2% | -7.3% | -0.3% |
| 3Y | +132.9% | +68.1% | +64.8% | +79.7% |
| 5Y | +200.1% | +28.8% | +171.3% | +153.3% |
| 10Y | +783.8% | +329.8% | +454.0% | +400.7% |
| All | +890.4% | +182.6% | +707.8% | +542.6% |
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