+219.6%
PAAS vs ESTC
+23.0%
+196.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.2% |
| 7D | +8.4% | -11.5% | +19.9% | +10.0% |
| 30D | -7.2% | -7.5% | +0.4% | -6.3% |
| 3M | -14.0% | +23.1% | -37.1% | -17.0% |
| 6M | -26.8% | +75.3% | -102.0% | -32.8% |
| YTD | -19.8% | +14.1% | -33.9% | -22.6% |
| 1Y | +22.8% | -0.6% | +23.4% | +20.6% |
| 3Y | +183.6% | +20.8% | +162.8% | +158.1% |
| 5Y | +73.8% | -48.8% | +122.6% | +66.7% |
| All | +219.6% | +23.0% | +196.7% | +175.2% |
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 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