-14.1%
PCOR vs ESTC
-23.9%
+9.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +2.8% |
| 7D | +23.7% | -18.5% | +42.2% | +35.1% |
| 30D | +39.0% | -11.0% | +50.0% | +45.5% |
| 3M | +35.8% | +20.8% | +15.0% | +21.5% |
| 6M | +38.2% | +67.9% | -29.7% | +6.0% |
| YTD | +3.9% | +11.6% | -7.7% | -4.6% |
| 1Y | +5.7% | -3.3% | +8.9% | +2.1% |
| 3Y | +44.8% | +16.4% | +28.4% | +9.5% |
| 5Y | -19.8% | -49.9% | +30.1% | -26.1% |
| All | -14.1% | -23.9% | +9.8% | -11.7% |
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 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