+17.6%
PM vs ESTC
+0.7%
+16.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.1% |
| 7D | -1.3% | -4.3% | +3.0% | -1.4% |
| 30D | -2.6% | +17.7% | -20.3% | -1.5% |
| 3M | +5.8% | +42.3% | -36.5% | +8.3% |
| 6M | +10.6% | +64.6% | -54.0% | +14.2% |
| YTD | +17.2% | +17.2% | 0.0% | +20.9% |
| 1Y | +17.6% | -4.2% | +21.8% | +17.6% |
| All | +17.6% | +0.7% | +16.9% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling