+123.5%
PNC vs ESTC
+27.2%
+96.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.7% |
| 7D | +1.9% | +5.8% | -3.9% | +1.1% |
| 30D | +6.2% | -5.6% | +11.8% | +6.8% |
| 3M | -8.7% | +15.4% | -24.2% | -11.3% |
| 6M | +9.2% | +77.8% | -68.6% | -0.8% |
| YTD | +14.3% | +18.1% | -3.7% | +9.3% |
| 1Y | +27.7% | -3.7% | +31.4% | +25.5% |
| 3Y | +113.5% | +16.9% | +96.6% | +94.7% |
| 5Y | +36.7% | -51.2% | +88.0% | +34.7% |
| All | +123.5% | +27.2% | +96.3% | +56.3% |
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