+488.6%
PH vs ESTC
+28.9%
+459.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.6% | +3.4% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -0.6% | -8.1% | +7.5% | +0.7% |
| 3M | -10.7% | +20.2% | -30.9% | -14.6% |
| 6M | +9.1% | +72.7% | -63.7% | -3.4% |
| YTD | +9.5% | +19.6% | -10.1% | +2.8% |
| 1Y | +14.0% | +0.3% | +13.8% | +10.5% |
| 3Y | +138.9% | +22.8% | +116.1% | +109.7% |
| 5Y | +209.1% | -50.9% | +260.0% | +214.7% |
| All | +488.6% | +28.9% | +459.7% | +269.6% |
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