+48.5%
PPL vs ESTC
-48.9%
+97.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.6% |
| 7D | +0.4% | -11.5% | +11.9% | +0.7% |
| 30D | +5.4% | -7.5% | +13.0% | +5.6% |
| 3M | +4.3% | +23.1% | -18.8% | +3.4% |
| 6M | -1.3% | +75.3% | -76.6% | -3.3% |
| YTD | +4.7% | +14.1% | -9.4% | +3.9% |
| 1Y | +1.3% | -0.6% | +1.8% | +1.0% |
| 3Y | +57.2% | +20.8% | +36.4% | +51.6% |
| All | +48.5% | -48.9% | +97.4% | +38.2% |
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