+407.9%
PBR vs ESTC
+31.2%
+376.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.3% |
| 7D | +8.6% | -8.1% | +16.7% | +9.7% |
| 30D | +12.8% | +31.7% | -18.9% | +8.0% |
| 3M | +14.7% | +41.1% | -26.4% | +8.4% |
| 6M | +25.2% | +77.1% | -51.9% | +13.9% |
| YTD | +77.1% | +21.7% | +55.4% | +69.2% |
| 1Y | +69.6% | +8.4% | +61.2% | +63.8% |
| 3Y | +95.6% | +23.6% | +72.0% | +75.2% |
| 5Y | +501.8% | -46.5% | +548.2% | +516.9% |
| All | +407.9% | +31.2% | +376.8% | +224.9% |
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 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