-13.3%
PCOR vs ESTC
-21.2%
+7.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +1.3% |
| 7D | +20.7% | -3.6% | +24.3% | +22.4% |
| 30D | +35.7% | -11.2% | +46.8% | +42.1% |
| 3M | +31.1% | +14.3% | +16.7% | +20.4% |
| 6M | +43.1% | +67.0% | -23.9% | +10.0% |
| YTD | +4.8% | +15.7% | -10.8% | -5.5% |
| 1Y | -3.7% | -6.3% | +2.6% | -5.6% |
| 3Y | +46.5% | +14.5% | +32.0% | +12.1% |
| 5Y | -17.3% | -49.9% | +32.6% | -24.5% |
| All | -13.3% | -21.2% | +7.8% | -12.4% |
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