-44.6%
PNR vs ESTC
+7.3%
-51.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.5% |
| 7D | -2.4% | -8.1% | +5.7% | -2.0% |
| 30D | -12.8% | +31.7% | -44.4% | -14.1% |
| 3M | -17.0% | +41.1% | -58.0% | -18.6% |
| 6M | -37.4% | +77.1% | -114.5% | -39.4% |
| YTD | -41.6% | +21.7% | -63.3% | -42.3% |
| 1Y | -44.6% | +8.4% | -53.0% | -45.1% |
| All | -44.6% | +7.3% | -51.9% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling