+48.8%
PNR vs ESTC
+19.1%
+29.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -6.0% | -9.2% | +3.1% | -4.4% |
| 30D | -14.0% | +8.1% | -22.0% | -15.7% |
| 3M | -21.7% | +38.5% | -60.2% | -26.8% |
| 6M | -37.3% | +57.8% | -95.1% | -43.2% |
| YTD | -45.1% | +10.5% | -55.7% | -47.3% |
| 1Y | -49.1% | -6.4% | -42.8% | -49.9% |
| 3Y | -14.8% | +4.7% | -19.5% | -22.2% |
| 5Y | -21.0% | -47.8% | +26.8% | -23.4% |
| All | +48.8% | +19.1% | +29.7% | +6.3% |
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