-16.2%
PPG vs ESTC
-52.1%
+35.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | +17.6% | -4.2% | +21.8% | +17.9% |
| 3M | +7.5% | +2.5% | +5.0% | +6.5% |
| 6M | +17.6% | +81.5% | -63.9% | +8.1% |
| YTD | +22.6% | +16.8% | +5.7% | +18.3% |
| 1Y | +28.0% | -3.5% | +31.5% | +26.5% |
| 3Y | +1.8% | +17.7% | -15.9% | -7.2% |
| All | -16.2% | -52.1% | +35.9% | -29.0% |
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