+99.9%
PBR vs ESTC
+11.7%
+88.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.7% | +7.2% | +3.7% |
| 7D | +2.5% | -4.3% | +6.8% | +2.7% |
| 30D | +19.4% | +17.7% | +1.7% | +17.9% |
| 3M | +20.8% | +42.3% | -21.5% | +17.8% |
| 6M | +23.5% | +64.6% | -41.1% | +19.0% |
| YTD | +83.4% | +17.2% | +66.2% | +80.6% |
| 1Y | +77.6% | -4.2% | +81.8% | +77.4% |
| 3Y | +99.9% | +13.5% | +86.3% | +94.9% |
| All | +99.9% | +11.7% | +88.1% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling