+61.6%
PBF vs ESTC
+25.9%
+35.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +6.5% | +2.4% | +4.1% | +6.0% |
| 30D | -20.0% | -4.2% | -15.7% | -19.5% |
| 3M | -3.3% | +2.5% | -5.8% | -4.8% |
| 6M | +76.8% | +81.5% | -4.7% | +54.8% |
| YTD | +168.9% | +16.8% | +152.1% | +153.6% |
| 1Y | +96.4% | -3.5% | +99.8% | +91.8% |
| 3Y | +77.2% | +17.7% | +59.5% | +55.8% |
| 5Y | +417.7% | -51.7% | +469.5% | +437.9% |
| All | +61.6% | +25.9% | +35.6% | -8.4% |
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