+0.7%
PFE vs ESTC
+23.0%
-22.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.9% | -1.7% |
| 7D | -3.7% | -11.5% | +7.8% | -3.2% |
| 30D | +5.0% | -7.5% | +12.5% | +5.2% |
| 3M | +12.2% | +23.1% | -10.9% | +10.9% |
| 6M | +14.6% | +75.3% | -60.7% | +11.4% |
| YTD | +24.1% | +14.1% | +10.0% | +22.6% |
| 1Y | +26.6% | -0.6% | +27.1% | +25.7% |
| 3Y | +14.3% | +20.8% | -6.5% | +10.6% |
| 5Y | -21.9% | -48.8% | +26.8% | -21.9% |
| All | +0.7% | +23.0% | -22.3% | -16.4% |
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 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