+48.9%
PCOR vs ESTC
+15.4%
+33.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +2.2% |
| 7D | +23.7% | -18.5% | +42.2% | +32.6% |
| 30D | +39.0% | -11.0% | +50.0% | +44.1% |
| 3M | +35.8% | +20.8% | +15.0% | +24.8% |
| 6M | +38.2% | +67.9% | -29.7% | +13.2% |
| YTD | +3.9% | +11.6% | -7.7% | -3.9% |
| 1Y | +5.7% | -3.3% | +8.9% | +1.1% |
| All | +48.9% | +15.4% | +33.5% | +37.8% |
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