-2.5%
PFE vs ESTC
+25.2%
-27.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.2% |
| 7D | +1.8% | -8.1% | +9.9% | +1.8% |
| 30D | +10.2% | +31.7% | -21.5% | +9.8% |
| 3M | +12.7% | +41.1% | -28.4% | +12.2% |
| 6M | +10.5% | +77.1% | -66.5% | +9.8% |
| YTD | +20.2% | +21.7% | -1.5% | +19.5% |
| 1Y | +24.1% | +8.4% | +15.7% | +23.4% |
| All | -2.5% | +25.2% | -27.6% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling