+222.4%
PM vs ESTC
+31.2%
+191.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.8% |
| 7D | -4.9% | -8.1% | +3.2% | -4.6% |
| 30D | -3.4% | +31.7% | -35.1% | -4.4% |
| 3M | +5.2% | +41.1% | -35.9% | +3.8% |
| 6M | +3.7% | +77.1% | -73.4% | +1.3% |
| YTD | +15.8% | +21.7% | -5.9% | +14.7% |
| 1Y | +17.4% | +8.4% | +9.0% | +16.7% |
| 3Y | +116.9% | +23.6% | +93.3% | +110.0% |
| 5Y | +117.3% | -46.5% | +163.8% | +120.7% |
| All | +222.4% | +31.2% | +191.2% | +170.7% |
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