+39.4%
PPL vs ESTC
-46.4%
+85.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | +2.7% | -8.1% | +10.8% | +2.9% |
| 30D | +0.5% | +31.7% | -31.2% | -0.4% |
| 3M | +0.7% | +41.1% | -40.4% | -0.4% |
| 6M | -7.6% | +77.1% | -84.7% | -9.3% |
| YTD | +1.8% | +21.7% | -19.9% | +1.1% |
| 1Y | -0.8% | +8.4% | -9.1% | -1.2% |
| 3Y | +56.9% | +23.6% | +33.3% | +51.7% |
| All | +39.4% | -46.4% | +85.8% | +28.8% |
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 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