+496.4%
PHM vs ESTC
+24.6%
+471.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.3% |
| 7D | +2.9% | -3.6% | +6.5% | +3.6% |
| 30D | +16.5% | -11.2% | +27.7% | +18.7% |
| 3M | +0.6% | +14.3% | -13.7% | -3.1% |
| 6M | +11.6% | +67.0% | -55.4% | -1.1% |
| YTD | +12.1% | +15.7% | -3.6% | +5.6% |
| 1Y | +9.6% | -6.3% | +15.9% | +7.4% |
| 3Y | +62.3% | +14.5% | +47.8% | +40.2% |
| 5Y | +170.4% | -49.9% | +220.3% | +165.7% |
| All | +496.4% | +24.6% | +471.7% | +280.1% |
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