+118.0%
PENG vs ESTC
+20.3%
+97.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -6.1% | -16.9% | -21.0% |
| 7D | -36.7% | -18.5% | -18.2% | -31.8% |
| 30D | -42.0% | -11.0% | -31.0% | -39.4% |
| 3M | -33.2% | +20.8% | -54.0% | -38.0% |
| 6M | +2.1% | +67.9% | -65.8% | -16.2% |
| YTD | +90.3% | +11.6% | +78.7% | +75.7% |
| 1Y | +67.7% | -3.3% | +70.9% | +61.6% |
| 3Y | +154.2% | +16.4% | +137.8% | +106.4% |
| 5Y | +28.3% | -49.9% | +78.2% | +31.5% |
| All | +118.0% | +20.3% | +97.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling