+113.3%
PCAR vs ESTC
-52.1%
+165.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.4% |
| 7D | +3.8% | -3.6% | +7.4% | +4.0% |
| 30D | -2.0% | -11.2% | +9.2% | -1.3% |
| 3M | -19.1% | +14.3% | -33.4% | -20.1% |
| 6M | -6.8% | +67.0% | -73.8% | -10.7% |
| YTD | -2.5% | +15.7% | -18.1% | -4.2% |
| 1Y | +9.7% | -6.3% | +15.9% | +9.5% |
| 3Y | +34.0% | +14.5% | +19.4% | +27.6% |
| 5Y | +113.3% | -49.9% | +163.2% | +91.5% |
| All | +113.3% | -52.1% | +165.4% | +91.5% |
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