+150.1%
PLD vs ESTC
+28.9%
+121.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.0% | +2.1% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +0.8% | -8.1% | +8.9% | +1.8% |
| 3M | -6.1% | +20.2% | -26.3% | -9.4% |
| 6M | -8.0% | +72.7% | -80.8% | -16.5% |
| YTD | +4.7% | +19.6% | -15.0% | -0.4% |
| 1Y | +7.2% | +0.3% | +6.9% | +4.5% |
| 3Y | +39.2% | +22.8% | +16.4% | +24.1% |
| 5Y | +1.9% | -50.9% | +52.8% | -0.3% |
| All | +150.1% | +28.9% | +121.2% | +79.8% |
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 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