+273.2%
PCAR vs ESTC
+31.2%
+242.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.6% |
| 7D | -0.5% | -8.1% | +7.6% | +0.2% |
| 30D | -6.2% | +31.7% | -37.9% | -8.9% |
| 3M | +5.9% | +41.1% | -35.2% | +2.1% |
| 6M | +0.4% | +77.1% | -76.7% | -5.7% |
| YTD | +14.8% | +21.7% | -6.9% | +11.5% |
| 1Y | +30.1% | +8.4% | +21.7% | +27.4% |
| 3Y | +66.7% | +23.6% | +43.0% | +55.3% |
| 5Y | +166.1% | -46.5% | +212.6% | +162.5% |
| All | +273.2% | +31.2% | +242.0% | +188.6% |
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