+85.4%
PEG vs ESTC
+24.6%
+60.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | -0.3% |
| 7D | +2.6% | -3.6% | +6.1% | +2.7% |
| 30D | +3.3% | -11.2% | +14.5% | +3.8% |
| 3M | +1.1% | +14.3% | -13.2% | +0.2% |
| 6M | -1.4% | +67.0% | -68.4% | -4.2% |
| YTD | -4.6% | +15.7% | -20.2% | -5.8% |
| 1Y | -7.2% | -6.3% | -1.0% | -7.4% |
| 3Y | +33.7% | +14.5% | +19.2% | +29.3% |
| 5Y | +40.8% | -49.9% | +90.7% | +40.7% |
| All | +85.4% | +24.6% | +60.8% | +56.8% |
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 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