+92.4%
PFG vs ESTC
-48.9%
+141.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -0.6% | -11.5% | +10.9% | +0.8% |
| 30D | +2.0% | -7.5% | +9.5% | +2.8% |
| 3M | -3.2% | +23.1% | -26.2% | -6.3% |
| 6M | +10.9% | +75.3% | -64.4% | +2.1% |
| YTD | +28.8% | +14.1% | +14.7% | +24.5% |
| 1Y | +39.2% | -0.6% | +39.7% | +36.5% |
| 3Y | +75.0% | +20.8% | +54.2% | +61.1% |
| All | +92.4% | -48.9% | +141.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling