+9.6%
PHM vs ESTC
-3.0%
+12.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -3.9% |
| 7D | +2.9% | -3.6% | +6.5% | +2.9% |
| 30D | +16.5% | -11.2% | +27.7% | +16.3% |
| 3M | +0.6% | +14.3% | -13.7% | +1.0% |
| 6M | +11.6% | +67.0% | -55.4% | +14.1% |
| YTD | +12.1% | +15.7% | -3.6% | +13.3% |
| 1Y | +9.6% | -6.3% | +15.9% | +7.9% |
| All | +9.6% | -3.0% | +12.7% | +7.9% |
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