+66.0%
PEP vs ESTC
+31.2%
+34.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.5% |
| 7D | -1.4% | -8.1% | +6.7% | -1.1% |
| 30D | +0.2% | +31.7% | -31.5% | -0.9% |
| 3M | -1.1% | +41.1% | -42.2% | -2.5% |
| 6M | -13.5% | +77.1% | -90.6% | -15.5% |
| YTD | -1.2% | +21.7% | -22.9% | -2.2% |
| 1Y | -1.6% | +8.4% | -9.9% | -2.2% |
| 3Y | -12.5% | +23.6% | -36.1% | -15.6% |
| 5Y | +3.0% | -46.5% | +49.5% | +3.4% |
| All | +66.0% | +31.2% | +34.8% | +41.7% |
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 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