+205.4%
PAAS vs ESTC
+24.7%
+180.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.2% | -2.6% | -2.5% | -4.8% |
| 30D | -13.9% | -8.6% | -5.3% | -13.0% |
| 3M | -23.8% | +14.4% | -38.1% | -25.7% |
| 6M | -36.4% | +73.3% | -109.7% | -41.6% |
| YTD | -23.4% | +15.7% | -39.1% | -26.1% |
| 1Y | +5.6% | -7.6% | +13.2% | +4.8% |
| 3Y | +209.7% | +14.6% | +195.1% | +184.5% |
| 5Y | +55.6% | -50.0% | +105.6% | +49.6% |
| All | +205.4% | +24.7% | +180.7% | +162.5% |
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