+493.9%
PH vs ESTC
+24.6%
+469.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.5% |
| 7D | +2.1% | -3.6% | +5.7% | +2.8% |
| 30D | +0.3% | -11.2% | +11.4% | +2.1% |
| 3M | -8.8% | +14.3% | -23.1% | -11.9% |
| 6M | +10.0% | +67.0% | -56.9% | -1.9% |
| YTD | +10.5% | +15.7% | -5.2% | +4.3% |
| 1Y | +15.5% | -6.3% | +21.8% | +13.4% |
| 3Y | +136.4% | +14.5% | +121.9% | +110.4% |
| 5Y | +213.6% | -49.9% | +263.5% | +216.6% |
| All | +493.9% | +24.6% | +469.2% | +275.0% |
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