+66.6%
PPL vs ESTC
+20.3%
+46.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +1.0% |
| 7D | +1.0% | -18.5% | +19.5% | +1.9% |
| 30D | +6.8% | -11.0% | +17.8% | +7.3% |
| 3M | +3.9% | +20.8% | -16.9% | +2.6% |
| 6M | -2.0% | +67.9% | -69.9% | -4.9% |
| YTD | +5.3% | +11.6% | -6.3% | +4.0% |
| 1Y | +2.2% | -3.3% | +5.5% | +1.6% |
| 3Y | +56.7% | +16.4% | +40.3% | +50.1% |
| 5Y | +49.1% | -49.9% | +98.9% | +47.5% |
| All | +66.6% | +20.3% | +46.3% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling