+50.9%
PNC vs ESTC
-47.6%
+98.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.6% | -9.2% | +8.6% | +0.6% |
| 30D | -4.4% | +8.1% | -12.5% | -5.8% |
| 3M | +5.2% | +38.5% | -33.2% | +0.3% |
| 6M | +20.6% | +57.8% | -37.1% | +12.4% |
| YTD | +19.8% | +10.5% | +9.2% | +16.5% |
| 1Y | +24.4% | -6.4% | +30.8% | +23.2% |
| 3Y | +131.2% | +4.7% | +126.6% | +116.1% |
| All | +50.9% | -47.6% | +98.5% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling