+58.4%
PNR vs ESTC
+31.2%
+27.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.1% |
| 7D | -2.4% | -8.1% | +5.7% | -1.0% |
| 30D | -12.8% | +31.7% | -44.4% | -17.5% |
| 3M | -17.0% | +41.1% | -58.0% | -22.7% |
| 6M | -37.4% | +77.1% | -114.5% | -44.5% |
| YTD | -41.6% | +21.7% | -63.3% | -44.8% |
| 1Y | -44.6% | +8.4% | -53.0% | -46.9% |
| 3Y | -12.1% | +23.6% | -35.7% | -22.2% |
| 5Y | -17.4% | -46.5% | +29.1% | -20.2% |
| All | +58.4% | +31.2% | +27.2% | +11.3% |
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 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