+56.9%
PBF vs ESTC
+28.9%
+28.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.9% | -1.5% | +2.5% |
| 7D | -7.4% | -1.2% | -6.2% | -7.1% |
| 30D | -17.5% | -8.1% | -9.4% | -16.3% |
| 3M | +13.1% | +20.2% | -7.0% | +8.0% |
| 6M | +72.6% | +72.7% | -0.1% | +52.6% |
| YTD | +161.2% | +19.6% | +141.5% | +145.1% |
| 1Y | +93.3% | +0.3% | +93.1% | +87.5% |
| 3Y | +80.7% | +22.8% | +57.9% | +57.4% |
| 5Y | +396.1% | -50.9% | +447.0% | +414.1% |
| All | +56.9% | +28.9% | +28.0% | -11.4% |
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