+146.3%
PLD vs ESTC
+20.3%
+126.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.3% |
| 7D | +0.4% | -18.5% | +18.9% | +3.3% |
| 30D | -0.1% | -11.0% | +10.9% | +1.3% |
| 3M | -7.9% | +20.8% | -28.7% | -11.3% |
| 6M | -7.0% | +67.9% | -74.9% | -15.2% |
| YTD | +3.1% | +11.6% | -8.6% | -1.0% |
| 1Y | +7.1% | -3.3% | +10.3% | +4.8% |
| 3Y | +32.9% | +16.4% | +16.5% | +19.2% |
| 5Y | +1.5% | -49.9% | +51.4% | -1.4% |
| All | +146.3% | +20.3% | +126.0% | +78.8% |
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