+215.9%
PCAR vs ESTC
+24.6%
+191.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.1% |
| 7D | +3.5% | -3.6% | +7.0% | +3.8% |
| 30D | -2.3% | -11.2% | +8.9% | -1.4% |
| 3M | -19.3% | +14.3% | -33.7% | -20.8% |
| 6M | -7.1% | +67.0% | -74.1% | -12.3% |
| YTD | -2.8% | +15.7% | -18.4% | -5.4% |
| 1Y | +9.3% | -6.3% | +15.5% | +8.5% |
| 3Y | +33.5% | +14.5% | +19.0% | +25.3% |
| 5Y | +112.6% | -49.9% | +162.5% | +111.2% |
| All | +215.9% | +24.6% | +191.3% | +144.9% |
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 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