+159.8%
PFG vs ESTC
+24.7%
+135.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | -2.6% | +0.4% | -1.8% |
| 30D | +6.4% | -8.6% | +14.9% | +7.6% |
| 3M | +2.2% | +14.4% | -12.1% | -0.7% |
| 6M | +16.3% | +73.3% | -57.0% | +5.0% |
| YTD | +33.2% | +15.7% | +17.5% | +27.3% |
| 1Y | +40.6% | -7.6% | +48.2% | +38.9% |
| 3Y | +83.3% | +14.6% | +68.8% | +66.0% |
| 5Y | +97.7% | -50.0% | +147.8% | +97.2% |
| All | +159.8% | +24.7% | +135.0% | +74.1% |
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 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