+109.5%
PENG vs ESTC
+7.3%
+102.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.5% | +10.9% | +6.7% |
| 7D | +4.5% | -8.1% | +12.7% | +5.0% |
| 30D | -7.1% | +31.7% | -38.8% | -9.5% |
| 3M | -27.3% | +41.1% | -68.3% | -29.1% |
| 6M | +169.6% | +77.1% | +92.5% | +155.3% |
| YTD | +164.6% | +21.7% | +142.9% | +156.1% |
| 1Y | +109.5% | +8.4% | +101.1% | +109.3% |
| All | +109.5% | +7.3% | +102.2% | +109.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling