+117.7%
PG vs ESTC
+19.1%
+98.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -9.2% | +8.4% | -0.6% |
| 30D | +0.8% | +8.1% | -7.2% | +0.6% |
| 3M | -1.3% | +38.5% | -39.8% | -2.2% |
| 6M | -3.8% | +57.8% | -61.6% | -5.0% |
| YTD | +3.6% | +10.5% | -6.9% | +3.2% |
| 1Y | -5.7% | -6.4% | +0.6% | -5.7% |
| 3Y | +1.6% | +4.7% | -3.1% | -0.3% |
| 5Y | +14.6% | -47.8% | +62.4% | +14.5% |
| All | +117.7% | +19.1% | +98.6% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling