+488.0%
PH vs ESTC
+25.9%
+462.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | -0.1% | -4.2% | +4.2% | +0.5% |
| 3M | -9.6% | +2.5% | -12.0% | -10.8% |
| 6M | +8.5% | +81.5% | -73.0% | -4.8% |
| YTD | +9.4% | +16.8% | -7.5% | +3.1% |
| 1Y | +14.2% | -3.5% | +17.7% | +11.4% |
| 3Y | +134.0% | +17.7% | +116.3% | +107.1% |
| 5Y | +203.8% | -51.7% | +255.5% | +210.2% |
| All | +488.0% | +25.9% | +462.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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