+37.2%
PEG vs ESTC
-46.4%
+83.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.3% | 0.0% |
| 7D | +0.7% | -8.1% | +8.8% | +0.9% |
| 30D | -2.4% | +31.7% | -34.1% | -3.2% |
| 3M | -4.8% | +41.1% | -45.8% | -5.8% |
| 6M | -10.7% | +77.1% | -87.8% | -12.3% |
| YTD | -6.7% | +21.7% | -28.4% | -7.3% |
| 1Y | -6.8% | +8.4% | -15.2% | -7.1% |
| 3Y | +34.5% | +23.6% | +10.9% | +31.5% |
| All | +37.2% | -46.4% | +83.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling