+4.9%
PEP vs ESTC
-4.6%
+9.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.3% | 0.0% |
| 7D | +6.7% | -18.5% | +25.2% | +5.9% |
| 30D | +13.5% | -11.0% | +24.5% | +13.0% |
| 3M | +3.9% | +20.8% | -16.8% | +4.8% |
| 6M | -6.0% | +67.9% | -73.9% | -3.0% |
| YTD | +2.5% | +11.6% | -9.1% | +4.6% |
| All | +4.9% | -4.6% | +9.5% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling