+72.9%
PBR vs ESTC
+1.6%
+71.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -7.0% |
| 7D | -11.0% | -15.9% | +4.9% | -11.2% |
| 30D | -18.8% | -5.5% | -13.3% | -18.9% |
| 3M | +7.8% | +26.2% | -18.4% | +7.4% |
| 6M | -7.6% | +77.0% | -84.6% | -8.5% |
| YTD | +72.7% | +18.9% | +53.8% | +72.6% |
| 1Y | +72.9% | +1.3% | +71.6% | +77.9% |
| All | +72.9% | +1.6% | +71.4% | +77.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling