+118.2%
PG vs ESTC
+26.3%
+91.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.5% |
| 7D | -0.4% | -4.3% | +3.9% | -0.3% |
| 30D | -0.1% | +17.7% | -17.9% | -0.6% |
| 3M | +1.1% | +42.3% | -41.2% | +0.2% |
| 6M | -3.8% | +64.6% | -68.4% | -5.1% |
| YTD | +3.8% | +17.2% | -13.4% | +3.3% |
| 1Y | -5.8% | -4.2% | -1.6% | -5.7% |
| 3Y | +3.0% | +13.5% | -10.5% | +0.8% |
| 5Y | +14.5% | -45.5% | +60.0% | +14.4% |
| All | +118.2% | +26.3% | +91.9% | +95.6% |
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