+47.3%
PFG vs ESTC
-6.1%
+53.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +3.2% | -3.3% | +6.6% | +3.5% |
| 30D | +0.9% | +13.4% | -12.5% | 0.0% |
| 3M | +7.7% | +41.3% | -33.6% | +4.8% |
| 6M | +29.0% | +62.6% | -33.6% | +23.9% |
| YTD | +32.5% | +14.8% | +17.7% | +27.8% |
| 1Y | +47.3% | -5.1% | +52.4% | +47.6% |
| All | +47.3% | -6.1% | +53.4% | +47.6% |
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