+154.3%
PHM vs ESTC
-47.2%
+201.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.7% | +0.2% | -3.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.9% |
| 30D | -9.7% | +17.7% | -27.4% | -12.3% |
| 3M | +2.2% | +42.3% | -40.1% | -3.9% |
| 6M | -5.7% | +64.6% | -70.2% | -13.9% |
| YTD | +2.8% | +17.2% | -14.4% | -1.4% |
| 1Y | -14.4% | -4.2% | -10.2% | -15.5% |
| 3Y | +52.2% | +13.5% | +38.7% | +35.5% |
| 5Y | +154.3% | -45.5% | +199.8% | +122.9% |
| All | +154.3% | -47.2% | +201.5% | +122.9% |
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 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