-11.7%
PTEN vs ESTC
+19.1%
-30.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +3.5% | -9.2% | +12.6% | +5.5% |
| 30D | +17.5% | +8.1% | +9.5% | +14.4% |
| 3M | +12.7% | +38.5% | -25.7% | +3.1% |
| 6M | +33.1% | +57.8% | -24.7% | +17.2% |
| YTD | +116.4% | +10.5% | +105.9% | +104.6% |
| 1Y | +141.2% | -6.4% | +147.5% | +135.3% |
| 3Y | -3.8% | +4.7% | -8.5% | -13.3% |
| 5Y | +92.7% | -47.8% | +140.5% | +91.7% |
| All | -11.7% | +19.1% | -30.9% | -46.2% |
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 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