+498.6%
PH vs ESTC
+24.7%
+473.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | -2.6% | +9.5% | +7.4% |
| 30D | +1.7% | -8.6% | +10.3% | +3.1% |
| 3M | -8.1% | +14.4% | -22.5% | -11.3% |
| 6M | +11.5% | +73.3% | -61.8% | -1.3% |
| YTD | +11.4% | +15.7% | -4.4% | +5.2% |
| 1Y | +14.1% | -7.6% | +21.7% | +12.3% |
| 3Y | +138.2% | +14.6% | +123.7% | +112.0% |
| 5Y | +216.0% | -50.0% | +266.0% | +219.3% |
| All | +498.6% | +24.7% | +473.9% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling