+70.8%
PAAS vs ESTC
-48.9%
+119.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.1% |
| 7D | +8.4% | -11.5% | +19.9% | +10.2% |
| 30D | -7.2% | -7.5% | +0.4% | -6.2% |
| 3M | -14.0% | +23.1% | -37.1% | -17.4% |
| 6M | -26.8% | +75.3% | -102.0% | -33.6% |
| YTD | -19.8% | +14.1% | -33.9% | -22.8% |
| 1Y | +22.8% | -0.6% | +23.4% | +20.6% |
| 3Y | +183.6% | +20.8% | +162.8% | +151.3% |
| All | +70.8% | -48.9% | +119.7% | +67.8% |
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