+252.5%
PM vs ESTC
+23.0%
+229.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.9% |
| 7D | -5.2% | -11.5% | +6.3% | -4.9% |
| 30D | +2.7% | -7.5% | +10.2% | +2.9% |
| 3M | +6.1% | +23.1% | -16.9% | +5.2% |
| 6M | +18.0% | +75.3% | -57.3% | +15.3% |
| YTD | +26.6% | +14.1% | +12.5% | +25.5% |
| 1Y | +36.7% | -0.6% | +37.3% | +36.2% |
| 3Y | +146.0% | +20.8% | +125.2% | +138.1% |
| 5Y | +164.1% | -48.8% | +212.8% | +168.2% |
| All | +252.5% | +23.0% | +229.5% | +196.3% |
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