+73.2%
PBF vs ESTC
+26.3%
+46.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +4.0% |
| 7D | +2.4% | -4.3% | +6.7% | +3.1% |
| 30D | +24.9% | +17.7% | +7.1% | +20.3% |
| 3M | +81.9% | +42.3% | +39.6% | +68.2% |
| 6M | +79.4% | +64.6% | +14.8% | +60.1% |
| YTD | +188.3% | +17.2% | +171.1% | +172.9% |
| 1Y | +177.3% | -4.2% | +181.5% | +171.7% |
| 3Y | +56.0% | +13.5% | +42.5% | +38.6% |
| 5Y | +804.0% | -45.5% | +849.6% | +805.6% |
| All | +73.2% | +26.3% | +46.9% | -1.4% |
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