+67.7%
PBF vs ESTC
+31.2%
+36.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.4% |
| 7D | +4.3% | -8.1% | +12.4% | +5.9% |
| 30D | +22.0% | +31.7% | -9.7% | +14.9% |
| 3M | +74.5% | +41.1% | +33.4% | +61.7% |
| 6M | +67.7% | +77.1% | -9.4% | +47.6% |
| YTD | +179.2% | +21.7% | +157.5% | +162.4% |
| 1Y | +170.0% | +8.4% | +161.6% | +157.9% |
| 3Y | +66.4% | +23.6% | +42.8% | +45.2% |
| 5Y | +764.5% | -46.5% | +811.0% | +776.2% |
| All | +67.7% | +31.2% | +36.6% | -5.2% |
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