+70.4%
PEP vs ESTC
+23.0%
+47.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | +2.9% | -11.5% | +14.4% | +3.3% |
| 30D | +14.2% | -7.5% | +21.8% | +14.4% |
| 3M | +3.2% | +23.1% | -19.9% | +2.2% |
| 6M | -7.4% | +75.3% | -82.7% | -9.6% |
| YTD | +1.5% | +14.1% | -12.6% | +0.5% |
| 1Y | +3.9% | -0.6% | +4.5% | +3.4% |
| 3Y | -5.5% | +20.8% | -26.3% | -8.9% |
| 5Y | +0.1% | -48.8% | +48.9% | +0.5% |
| All | +70.4% | +23.0% | +47.5% | +45.6% |
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