+146.7%
PM vs ESTC
+13.7%
+133.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | -2.6% | -4.4% | -7.1% |
| 30D | -2.8% | -8.6% | +5.8% | -2.9% |
| 3M | +6.3% | +14.4% | -8.0% | +6.6% |
| 6M | +9.6% | +73.3% | -63.7% | +10.7% |
| YTD | +25.6% | +15.7% | +9.9% | +26.8% |
| 1Y | +29.7% | -7.6% | +37.2% | +30.9% |
| All | +146.7% | +13.7% | +133.0% | +146.2% |
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