+37.3%
PCAR vs ESTC
+20.1%
+17.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.5% |
| 7D | +2.9% | -1.2% | +4.1% | +2.9% |
| 30D | -2.1% | -8.1% | +6.0% | -1.9% |
| 3M | -20.4% | +20.2% | -40.5% | -21.2% |
| 6M | -7.0% | +72.7% | -79.7% | -9.9% |
| YTD | -2.6% | +19.6% | -22.3% | -3.5% |
| 1Y | +9.8% | +0.3% | +9.5% | +10.2% |
| 3Y | +37.3% | +22.8% | +14.5% | +32.9% |
| All | +37.3% | +20.1% | +17.2% | +32.9% |
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