+113.2%
PFG vs ESTC
-46.4%
+159.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.0% |
| 7D | +5.5% | -8.1% | +13.6% | +6.6% |
| 30D | +2.4% | +31.7% | -29.3% | -1.6% |
| 3M | +13.6% | +41.1% | -27.5% | +8.1% |
| 6M | +27.9% | +77.1% | -49.2% | +17.6% |
| YTD | +35.6% | +21.7% | +13.9% | +30.3% |
| 1Y | +48.5% | +8.4% | +40.1% | +44.1% |
| 3Y | +66.9% | +23.6% | +43.2% | +53.2% |
| All | +113.2% | -46.4% | +159.6% | +96.5% |
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