+65.3%
PPL vs ESTC
+24.6%
+40.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | +4.3% | -11.2% | +15.5% | +4.7% |
| 3M | +2.9% | +14.3% | -11.4% | +2.0% |
| 6M | +1.1% | +67.0% | -65.9% | -1.8% |
| YTD | +4.5% | +15.7% | -11.2% | +3.0% |
| 1Y | +0.1% | -6.3% | +6.4% | -0.2% |
| 3Y | +55.7% | +14.5% | +41.2% | +49.5% |
| 5Y | +47.6% | -49.9% | +97.5% | +46.3% |
| All | +65.3% | +24.6% | +40.7% | +37.9% |
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