+220.3%
PCAR vs ESTC
+25.9%
+194.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +4.9% | +2.4% | +2.5% | +4.7% |
| 30D | -1.4% | -4.2% | +2.8% | -1.2% |
| 3M | -18.1% | +2.5% | -20.6% | -18.7% |
| 6M | -4.0% | +81.5% | -85.5% | -10.0% |
| YTD | -1.5% | +16.8% | -18.3% | -4.2% |
| 1Y | +13.2% | -3.5% | +16.6% | +12.0% |
| 3Y | +35.8% | +17.7% | +18.1% | +27.1% |
| 5Y | +114.6% | -51.7% | +166.4% | +114.4% |
| All | +220.3% | +25.9% | +194.3% | +148.0% |
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