+430.4%
PHM vs ESTC
+19.3%
+411.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.4% |
| 7D | -6.4% | -13.2% | +6.8% | -3.8% |
| 30D | -12.1% | +9.3% | -21.4% | -14.2% |
| 3M | -1.5% | +37.3% | -38.9% | -8.4% |
| 6M | -6.0% | +61.0% | -67.0% | -16.2% |
| YTD | -0.3% | +10.7% | -11.0% | -4.8% |
| 1Y | -13.3% | -7.2% | -6.2% | -14.8% |
| 3Y | +47.6% | +7.2% | +40.4% | +29.4% |
| 5Y | +154.7% | -47.7% | +202.4% | +146.9% |
| All | +430.4% | +19.3% | +411.2% | +242.7% |
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