+428.4%
PBR vs ESTC
+23.7%
+404.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +0.3% | -3.3% | +3.7% | +0.7% |
| 30D | +17.5% | +13.4% | +4.1% | +14.9% |
| 3M | +20.9% | +41.3% | -20.4% | +14.2% |
| 6M | +20.2% | +62.6% | -42.3% | +10.7% |
| YTD | +84.3% | +14.8% | +69.5% | +77.3% |
| 1Y | +77.1% | -5.1% | +82.2% | +74.5% |
| 3Y | +100.8% | +11.2% | +89.7% | +82.8% |
| 5Y | +556.1% | -47.0% | +603.1% | +566.7% |
| All | +428.4% | +23.7% | +404.7% | +240.6% |
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 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