+151.2%
PFG vs ESTC
+23.0%
+128.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | -0.6% | -11.5% | +10.9% | +1.2% |
| 30D | +2.0% | -7.5% | +9.5% | +3.0% |
| 3M | -3.2% | +23.1% | -26.2% | -7.2% |
| 6M | +10.9% | +75.3% | -64.4% | 0.0% |
| YTD | +28.8% | +14.1% | +14.7% | +23.4% |
| 1Y | +39.2% | -0.6% | +39.7% | +35.8% |
| 3Y | +75.0% | +20.8% | +54.2% | +56.8% |
| 5Y | +91.9% | -48.8% | +140.7% | +90.0% |
| All | +151.2% | +23.0% | +128.2% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling