+151.5%
PENG vs ESTC
-3.5%
+155.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.3% |
| 7D | +13.2% | +2.4% | +10.8% | +12.8% |
| 30D | -29.9% | -4.2% | -25.7% | -28.9% |
| 3M | -22.2% | +2.5% | -24.7% | -21.5% |
| 6M | -1.9% | +81.5% | -83.4% | -7.4% |
| YTD | +142.1% | +16.8% | +125.3% | +139.4% |
| 1Y | +151.5% | -3.5% | +155.0% | +159.4% |
| All | +151.5% | -3.5% | +155.0% | +159.4% |
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