+82.4%
PFG vs ESTC
+14.8%
+67.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +2.4% | +2.4% | 0.0% | +2.1% |
| 30D | +5.9% | -4.2% | +10.1% | +6.2% |
| 3M | -0.4% | +2.5% | -2.9% | -1.2% |
| 6M | +14.8% | +81.5% | -66.6% | +6.3% |
| YTD | +31.9% | +16.8% | +15.1% | +27.6% |
| 1Y | +38.8% | -3.5% | +42.3% | +37.1% |
| 3Y | +82.4% | +17.7% | +64.7% | +76.5% |
| All | +82.4% | +14.8% | +67.6% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling