+11.6%
PR vs ESTC
+20.3%
-8.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.1% | +1.3% | -3.6% |
| 7D | -16.5% | -18.5% | +1.9% | -12.9% |
| 30D | -4.5% | -11.0% | +6.5% | -2.4% |
| 3M | +8.5% | +20.8% | -12.2% | +2.8% |
| 6M | -3.3% | +67.9% | -71.2% | -15.7% |
| YTD | +55.7% | +11.6% | +44.1% | +46.6% |
| 1Y | +82.0% | -3.3% | +85.3% | +76.3% |
| 3Y | +62.5% | +16.4% | +46.0% | +40.2% |
| 5Y | +223.9% | -49.9% | +273.8% | +225.7% |
| All | +11.6% | +20.3% | -8.7% | -24.5% |
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