+172.3%
PCAR vs ESTC
-46.4%
+218.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.4% |
| 7D | -0.5% | -8.1% | +7.6% | 0.0% |
| 30D | -6.2% | +31.7% | -37.9% | -8.2% |
| 3M | +5.9% | +41.1% | -35.2% | +3.1% |
| 6M | +0.4% | +77.1% | -76.7% | -4.2% |
| YTD | +14.8% | +21.7% | -6.9% | +12.6% |
| 1Y | +30.1% | +8.4% | +21.7% | +28.4% |
| 3Y | +66.7% | +23.6% | +43.0% | +58.0% |
| All | +172.3% | -46.4% | +218.7% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling