+88.4%
PEG vs ESTC
+25.9%
+62.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | +4.5% | +2.4% | +2.1% | +4.4% |
| 30D | +7.5% | -4.2% | +11.8% | +7.7% |
| 3M | +0.8% | +2.5% | -1.6% | +0.5% |
| 6M | 0.0% | +81.5% | -81.5% | -3.2% |
| YTD | -3.0% | +16.8% | -19.9% | -4.3% |
| 1Y | -4.7% | -3.5% | -1.3% | -5.1% |
| 3Y | +36.5% | +17.7% | +18.8% | +31.8% |
| 5Y | +44.4% | -51.7% | +96.1% | +44.7% |
| All | +88.4% | +25.9% | +62.5% | +59.3% |
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 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