+39.2%
PFG vs ESTC
-8.0%
+47.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | -2.6% | +0.4% | -2.0% |
| 30D | +6.4% | -8.6% | +14.9% | +7.0% |
| 3M | +2.2% | +14.4% | -12.1% | +0.8% |
| 6M | +16.3% | +73.3% | -57.0% | +10.0% |
| YTD | +33.2% | +15.7% | +17.5% | +28.4% |
| All | +39.2% | -8.0% | +47.1% | +35.6% |
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