-19.3%
PNR vs ESTC
-46.4%
+27.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -3.9% | -3.3% | -0.5% | -3.4% |
| 30D | -13.8% | +13.4% | -27.2% | -16.2% |
| 3M | -22.5% | +41.3% | -63.9% | -27.8% |
| 6M | -37.2% | +62.6% | -99.7% | -43.4% |
| YTD | -44.2% | +14.8% | -59.0% | -46.7% |
| 1Y | -46.6% | -5.1% | -41.6% | -47.4% |
| 3Y | -12.5% | +11.2% | -23.7% | -21.4% |
| 5Y | -19.3% | -47.0% | +27.6% | -23.8% |
| All | -19.3% | -46.4% | +27.0% | -23.8% |
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 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