-33.7%
PTC vs ESTC
+4.6%
-38.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.5% | -1.5% | -4.9% |
| 7D | -10.3% | -8.1% | -2.2% | -8.5% |
| 30D | +1.1% | +31.7% | -30.5% | -6.3% |
| 3M | +1.6% | +41.1% | -39.4% | -7.9% |
| 6M | -13.5% | +77.1% | -90.5% | -26.3% |
| YTD | -19.1% | +21.7% | -40.8% | -26.9% |
| All | -33.7% | +4.6% | -38.3% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling