+356.9%
PBR vs ESTC
+27.2%
+329.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -3.7% | +5.8% | -9.5% | -4.5% |
| 30D | -29.0% | -5.6% | -23.4% | -28.7% |
| 3M | +4.9% | +15.4% | -10.5% | +1.9% |
| 6M | -8.4% | +77.8% | -86.2% | -16.8% |
| YTD | +59.4% | +18.1% | +41.3% | +52.3% |
| 1Y | +45.5% | -3.7% | +49.2% | +42.9% |
| 3Y | +67.4% | +16.9% | +50.5% | +51.0% |
| 5Y | +453.0% | -51.2% | +504.2% | +480.8% |
| All | +356.9% | +27.2% | +329.7% | +192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling