-34.1%
PCOR vs ESTC
-17.1%
-17.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -2.2% |
| 7D | -9.0% | -8.1% | -0.9% | -5.4% |
| 30D | +4.2% | +31.7% | -27.5% | -9.6% |
| 3M | +14.4% | +41.1% | -26.6% | -3.9% |
| 6M | +0.2% | +77.1% | -76.9% | -24.2% |
| YTD | -20.3% | +21.7% | -41.9% | -29.1% |
| 1Y | -16.1% | +8.4% | -24.5% | -23.0% |
| 3Y | -14.7% | +23.6% | -38.3% | -36.6% |
| 5Y | -43.2% | -46.5% | +3.3% | -49.6% |
| All | -34.1% | -17.1% | -17.0% | -34.3% |
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