+161.0%
PLD vs ESTC
+31.2%
+129.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.1% |
| 7D | -2.4% | -8.1% | +5.7% | -1.3% |
| 30D | -2.4% | +31.7% | -34.1% | -6.8% |
| 3M | -3.8% | +41.1% | -44.8% | -9.3% |
| 6M | 0.0% | +77.1% | -77.0% | -9.5% |
| YTD | +9.2% | +21.7% | -12.5% | +4.0% |
| 1Y | +25.9% | +8.4% | +17.5% | +21.3% |
| 3Y | +21.3% | +23.6% | -2.3% | +8.1% |
| 5Y | +14.1% | -46.5% | +60.6% | +10.1% |
| All | +161.0% | +31.2% | +129.9% | +87.9% |
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