+12.8%
PG vs ESTC
-49.0%
+61.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | -2.7% | -13.2% | +10.5% | -2.7% |
| 30D | -1.5% | +9.3% | -10.9% | -1.5% |
| 3M | -3.4% | +37.3% | -40.7% | -3.3% |
| 6M | -7.0% | +61.0% | -68.0% | -6.9% |
| YTD | +2.0% | +10.7% | -8.7% | +2.3% |
| 1Y | -6.5% | -7.2% | +0.7% | -6.0% |
| 3Y | +1.2% | +7.2% | -6.0% | +0.5% |
| 5Y | +12.8% | -47.7% | +60.5% | +8.5% |
| All | +12.8% | -49.0% | +61.7% | +8.5% |
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