-14.4%
PCOR vs ESTC
-22.2%
+7.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.4% |
| 7D | +22.7% | -11.5% | +34.2% | +29.3% |
| 30D | +37.5% | -7.5% | +45.0% | +41.4% |
| 3M | +35.2% | +23.1% | +12.1% | +20.0% |
| 6M | +42.2% | +75.3% | -33.0% | +6.9% |
| YTD | +3.6% | +14.1% | -10.5% | -6.0% |
| 1Y | -4.8% | -0.6% | -4.2% | -9.1% |
| 3Y | +48.3% | +20.8% | +27.5% | +10.1% |
| 5Y | -20.1% | -48.8% | +28.7% | -27.1% |
| All | -14.4% | -22.2% | +7.8% | -12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling