+82.7%
PEG vs ESTC
+26.3%
+56.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +0.9% |
| 7D | +1.0% | -4.3% | +5.3% | +1.2% |
| 30D | -1.9% | +17.7% | -19.6% | -2.8% |
| 3M | -3.7% | +42.3% | -46.0% | -5.5% |
| 6M | -9.4% | +64.6% | -74.0% | -11.9% |
| YTD | -6.0% | +17.2% | -23.2% | -7.1% |
| 1Y | -4.4% | -4.2% | -0.2% | -4.6% |
| 3Y | +33.5% | +13.5% | +20.0% | +29.3% |
| 5Y | +35.7% | -45.5% | +81.3% | +34.8% |
| All | +82.7% | +26.3% | +56.4% | +54.6% |
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