+14.3%
PPG vs ESTC
+19.1%
-4.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.2% | -9.2% | +2.9% | -5.1% |
| 30D | -7.9% | +8.1% | -16.0% | -9.2% |
| 3M | -10.2% | +38.5% | -48.7% | -14.4% |
| 6M | +2.7% | +57.8% | -55.1% | -4.3% |
| YTD | +4.9% | +10.5% | -5.7% | +1.9% |
| 1Y | -3.2% | -6.4% | +3.2% | -4.2% |
| 3Y | -17.0% | +4.7% | -21.7% | -22.8% |
| 5Y | -23.3% | -47.8% | +24.4% | -26.1% |
| All | +14.3% | +19.1% | -4.9% | -15.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling