-8.8%
PHM vs ESTC
+7.3%
-16.1%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.1% |
| 7D | -3.2% | -8.1% | +4.9% | -3.2% |
| 30D | -6.4% | +31.7% | -38.1% | -6.0% |
| 3M | +5.5% | +41.1% | -35.6% | +6.2% |
| 6M | -5.4% | +77.1% | -82.5% | -3.8% |
| YTD | +6.6% | +21.7% | -15.1% | +8.0% |
| 1Y | -8.8% | +8.4% | -17.2% | -7.6% |
| All | -8.8% | +7.3% | -16.1% | -7.6% |
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 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