-47.4%
PNR vs ESTC
-8.5%
-38.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.2% |
| 7D | -5.5% | -13.2% | +7.7% | -4.8% |
| 30D | -15.6% | +9.3% | -24.9% | -16.0% |
| 3M | -20.2% | +37.3% | -57.5% | -21.6% |
| 6M | -36.6% | +61.0% | -97.6% | -38.3% |
| YTD | -45.0% | +10.7% | -55.6% | -45.4% |
| 1Y | -47.4% | -7.2% | -40.3% | -46.8% |
| All | -47.4% | -8.5% | -38.9% | -46.8% |
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 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