-1.6%
PEP vs ESTC
+7.3%
-8.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.8% |
| 7D | -1.4% | -8.1% | +6.7% | -1.6% |
| 30D | +0.2% | +31.7% | -31.5% | +1.5% |
| 3M | -1.1% | +41.1% | -42.2% | +0.2% |
| 6M | -13.5% | +77.1% | -90.6% | -10.4% |
| YTD | -1.2% | +21.7% | -22.9% | +0.9% |
| 1Y | -1.6% | +8.4% | -9.9% | +0.4% |
| All | -1.6% | +7.3% | -8.8% | +0.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling