+135.4%
PNC vs ESTC
+31.2%
+104.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | +1.4% | -8.1% | +9.5% | +2.5% |
| 30D | -3.8% | +31.7% | -35.5% | -8.0% |
| 3M | +9.0% | +41.1% | -32.0% | +3.0% |
| 6M | +16.6% | +77.1% | -60.4% | +6.0% |
| YTD | +20.4% | +21.7% | -1.3% | +15.1% |
| 1Y | +22.3% | +8.4% | +14.0% | +18.2% |
| 3Y | +124.5% | +23.6% | +100.9% | +103.1% |
| 5Y | +54.1% | -46.5% | +100.5% | +49.6% |
| All | +135.4% | +31.2% | +104.3% | +64.5% |
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