+43.6%
PENG vs ESTC
-48.9%
+92.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.2% | +11.8% |
| 7D | -19.4% | -11.5% | -7.9% | -16.2% |
| 30D | -42.4% | -7.5% | -34.9% | -40.7% |
| 3M | -25.6% | +23.1% | -48.7% | -30.4% |
| 6M | +7.3% | +75.3% | -68.0% | -10.1% |
| YTD | +113.9% | +14.1% | +99.8% | +99.6% |
| 1Y | +93.6% | -0.6% | +94.1% | +87.3% |
| 3Y | +170.2% | +20.8% | +149.4% | +125.5% |
| All | +43.6% | -48.9% | +92.6% | +36.7% |
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