+13.8%
PPG vs ESTC
+19.3%
-5.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.5% |
| 7D | -5.1% | -13.2% | +8.0% | -3.5% |
| 30D | -9.6% | +9.3% | -18.9% | -11.0% |
| 3M | -6.4% | +37.3% | -43.8% | -10.7% |
| 6M | +0.5% | +61.0% | -60.5% | -6.6% |
| YTD | +4.4% | +10.7% | -6.2% | +1.4% |
| 1Y | -0.9% | -7.2% | +6.3% | -1.8% |
| 3Y | -17.0% | +7.2% | -24.1% | -23.1% |
| 5Y | -23.7% | -47.7% | +24.1% | -26.4% |
| All | +13.8% | +19.3% | -5.5% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling