+12.8%
PH vs ESTC
-6.1%
+19.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.4% |
| 7D | +7.4% | +5.8% | +1.6% | +7.7% |
| 30D | +0.5% | -5.6% | +6.1% | +0.2% |
| 3M | -10.2% | +15.4% | -25.7% | -8.6% |
| 6M | +8.9% | +77.8% | -68.9% | +14.8% |
| YTD | +9.7% | +18.1% | -8.4% | +15.6% |
| 1Y | +12.8% | -3.7% | +16.5% | +19.2% |
| All | +12.8% | -6.1% | +19.0% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling