+74.8%
PBR vs ESTC
-8.5%
+83.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.7% | +2.1% |
| 7D | +4.2% | -13.2% | +17.4% | +4.1% |
| 30D | +22.7% | +9.3% | +13.4% | +22.5% |
| 3M | +21.5% | +37.3% | -15.8% | +21.6% |
| 6M | +24.0% | +61.0% | -37.0% | +24.1% |
| YTD | +88.2% | +10.7% | +77.6% | +86.9% |
| 1Y | +74.8% | -7.2% | +82.0% | +75.8% |
| All | +74.8% | -8.5% | +83.3% | +75.8% |
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