+253.6%
PH vs ESTC
-46.4%
+300.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.4% |
| 7D | -3.1% | -8.1% | +5.0% | -2.0% |
| 30D | -3.2% | +31.7% | -34.9% | -7.3% |
| 3M | +10.6% | +41.1% | -30.5% | +4.7% |
| 6M | -2.1% | +77.1% | -79.2% | -11.1% |
| YTD | +10.2% | +21.7% | -11.5% | +5.6% |
| 1Y | +28.2% | +8.4% | +19.8% | +24.4% |
| 3Y | +134.9% | +23.6% | +111.3% | +114.7% |
| All | +253.6% | -46.4% | +300.0% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling