+75.0%
PFG vs ESTC
+18.0%
+57.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | -0.6% | -11.5% | +10.9% | +0.6% |
| 30D | +2.0% | -7.5% | +9.5% | +2.7% |
| 3M | -3.2% | +23.1% | -26.2% | -5.9% |
| 6M | +10.9% | +75.3% | -64.4% | +3.1% |
| YTD | +28.8% | +14.1% | +14.7% | +25.0% |
| 1Y | +39.2% | -0.6% | +39.7% | +36.9% |
| 3Y | +75.0% | +20.8% | +54.2% | +69.4% |
| All | +75.0% | +18.0% | +57.0% | +69.4% |
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