+161.3%
PFG vs ESTC
+28.9%
+132.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.8% | +3.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +7.6% | -8.1% | +15.7% | +8.8% |
| 3M | +2.5% | +20.2% | -17.6% | -1.2% |
| 6M | +16.6% | +72.7% | -56.1% | +5.4% |
| YTD | +34.1% | +19.6% | +14.4% | +27.4% |
| 1Y | +44.1% | +0.3% | +43.8% | +40.4% |
| 3Y | +86.3% | +22.8% | +63.5% | +66.7% |
| 5Y | +101.6% | -50.9% | +152.4% | +102.2% |
| All | +161.3% | +28.9% | +132.4% | +74.3% |
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 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