+212.7%
PCAR vs ESTC
+20.3%
+192.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -1.0% |
| 7D | +2.2% | -18.5% | +20.7% | +3.9% |
| 30D | -4.4% | -11.0% | +6.6% | -3.6% |
| 3M | -21.4% | +20.8% | -42.2% | -23.2% |
| 6M | -7.3% | +67.9% | -75.2% | -12.6% |
| YTD | -3.8% | +11.6% | -15.4% | -6.0% |
| 1Y | +6.3% | -3.3% | +9.6% | +5.1% |
| 3Y | +34.4% | +16.4% | +18.0% | +25.7% |
| 5Y | +109.2% | -49.9% | +159.1% | +107.2% |
| All | +212.7% | +20.3% | +192.4% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling