+439.8%
PBR vs ESTC
+19.3%
+420.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.7% | +2.6% |
| 7D | +4.2% | -13.2% | +17.4% | +6.2% |
| 30D | +22.7% | +9.3% | +13.4% | +20.5% |
| 3M | +21.5% | +37.3% | -15.8% | +15.2% |
| 6M | +24.0% | +61.0% | -37.0% | +14.2% |
| YTD | +88.2% | +10.7% | +77.6% | +82.0% |
| 1Y | +74.8% | -7.2% | +82.0% | +72.7% |
| 3Y | +105.1% | +7.2% | +98.0% | +87.6% |
| 5Y | +572.2% | -47.7% | +620.0% | +581.4% |
| All | +439.8% | +19.3% | +420.5% | +249.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling