-14.6%
PCOR vs ESTC
+25.2%
-39.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.6% |
| 7D | -9.0% | -8.1% | -0.9% | -6.2% |
| 30D | +4.2% | +31.7% | -27.5% | -6.9% |
| 3M | +14.4% | +41.1% | -26.6% | -0.4% |
| 6M | +0.2% | +77.1% | -76.9% | -19.5% |
| YTD | -20.3% | +21.7% | -41.9% | -28.1% |
| 1Y | -16.1% | +8.4% | -24.5% | -22.6% |
| All | -14.6% | +25.2% | -39.8% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling