+67.0%
PEP vs ESTC
+26.3%
+40.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.2% |
| 30D | +0.7% | +17.7% | -17.1% | -0.1% |
| 3M | -0.5% | +42.3% | -42.8% | -2.0% |
| 6M | -11.3% | +64.6% | -75.9% | -13.2% |
| YTD | -0.6% | +17.2% | -17.8% | -1.5% |
| 1Y | +1.7% | -4.2% | +5.9% | +1.5% |
| 3Y | -12.5% | +13.5% | -26.0% | -15.2% |
| 5Y | +3.9% | -45.5% | +49.4% | +3.9% |
| All | +67.0% | +26.3% | +40.6% | +42.7% |
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 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