+193.4%
PENG vs ESTC
+27.2%
+166.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.1% |
| 7D | +34.6% | +5.8% | +28.8% | +32.4% |
| 30D | -35.9% | -5.6% | -30.4% | -34.1% |
| 3M | -14.7% | +15.4% | -30.1% | -19.4% |
| 6M | +13.5% | +77.8% | -64.3% | -8.3% |
| YTD | +156.1% | +18.1% | +138.1% | +132.5% |
| 1Y | +141.3% | -3.7% | +145.0% | +133.8% |
| 3Y | +223.4% | +16.9% | +206.6% | +163.8% |
| 5Y | +67.4% | -51.2% | +118.6% | +75.2% |
| All | +193.4% | +27.2% | +166.2% | +66.9% |
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