+143.9%
PM vs ESTC
+18.0%
+125.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.8% |
| 7D | -5.2% | -11.5% | +6.3% | -5.4% |
| 30D | +2.7% | -7.5% | +10.2% | +2.6% |
| 3M | +5.2% | +23.1% | -17.8% | +5.6% |
| 6M | +17.0% | +75.3% | -58.3% | +18.0% |
| YTD | +25.5% | +14.1% | +11.4% | +26.6% |
| 1Y | +35.5% | -0.6% | +36.1% | +36.8% |
| 3Y | +143.9% | +20.8% | +123.1% | +143.1% |
| All | +143.9% | +18.0% | +125.9% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling