+67.7%
PBF vs ESTC
+74.7%
-7.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.7% |
| 7D | +4.3% | -8.1% | +12.4% | +5.5% |
| 30D | +22.0% | +31.7% | -9.7% | +16.9% |
| 3M | +74.5% | +41.1% | +33.4% | +65.5% |
| 6M | +67.7% | +77.1% | -9.4% | +50.1% |
| All | +67.7% | +74.7% | -7.1% | +50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling