+80.1%
PNR vs ESTC
+27.2%
+52.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | -2.3% | +5.8% | -8.1% | -3.3% |
| 30D | +29.3% | -5.6% | +34.8% | +30.1% |
| 3M | +4.1% | +15.4% | -11.3% | +0.4% |
| 6M | -8.6% | +77.8% | -86.4% | -19.1% |
| YTD | -33.6% | +18.1% | -51.6% | -37.2% |
| 1Y | -36.4% | -3.7% | -32.7% | -37.8% |
| 3Y | +15.1% | +16.9% | -1.8% | +2.8% |
| 5Y | -3.8% | -51.2% | +47.5% | -5.8% |
| All | +80.1% | +27.2% | +52.9% | +26.6% |
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