+132.1%
PNC vs ESTC
+11.7%
+120.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.8% |
| 7D | +2.3% | -4.3% | +6.6% | +2.6% |
| 30D | -3.8% | +17.7% | -21.5% | -5.6% |
| 3M | +7.8% | +42.3% | -34.5% | +3.6% |
| 6M | +19.7% | +64.6% | -44.9% | +12.7% |
| YTD | +19.1% | +17.2% | +1.9% | +16.2% |
| 1Y | +23.1% | -4.2% | +27.3% | +22.7% |
| 3Y | +132.1% | +13.5% | +118.6% | +121.8% |
| All | +132.1% | +11.7% | +120.4% | +121.8% |
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