+47.9%
PFG vs ESTC
+1.6%
+46.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | +4.9% | -15.9% | +20.7% | +6.2% |
| 30D | +5.7% | -5.5% | +11.2% | +6.0% |
| 3M | +2.6% | +26.2% | -23.6% | +0.3% |
| 6M | +19.8% | +77.0% | -57.2% | +13.1% |
| YTD | +36.3% | +18.9% | +17.4% | +31.3% |
| 1Y | +47.9% | +1.3% | +46.6% | +43.1% |
| All | +47.9% | +1.6% | +46.3% | +43.1% |
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