+174.3%
PHM vs ESTC
-48.1%
+222.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.9% |
| 7D | +3.5% | -1.2% | +4.7% | +3.6% |
| 30D | +21.2% | -8.1% | +29.3% | +22.4% |
| 3M | +2.5% | +20.2% | -17.7% | -1.2% |
| 6M | +16.1% | +72.7% | -56.7% | +5.2% |
| YTD | +16.6% | +19.6% | -3.0% | +11.1% |
| 1Y | +14.4% | +0.3% | +14.2% | +11.9% |
| 3Y | +71.9% | +22.8% | +49.1% | +50.4% |
| 5Y | +174.3% | -50.9% | +225.2% | +128.2% |
| All | +174.3% | -48.1% | +222.4% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling