+467.1%
PHM vs ESTC
+31.2%
+435.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.0% |
| 7D | -3.2% | -8.1% | +4.9% | -1.7% |
| 30D | -6.4% | +31.7% | -38.1% | -11.9% |
| 3M | +5.5% | +41.1% | -35.6% | -2.4% |
| 6M | -5.4% | +77.1% | -82.5% | -17.2% |
| YTD | +6.6% | +21.7% | -15.1% | -0.1% |
| 1Y | -8.8% | +8.4% | -17.2% | -13.2% |
| 3Y | +54.1% | +23.6% | +30.5% | +31.0% |
| 5Y | +144.5% | -46.5% | +190.9% | +137.4% |
| All | +467.1% | +31.2% | +435.9% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling