-4.8%
PTEN vs ESTC
+11.7%
-16.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.5% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | +29.3% | +17.7% | +11.6% | +24.8% |
| 3M | +7.2% | +42.3% | -35.1% | -0.3% |
| 6M | +43.5% | +64.6% | -21.0% | +28.9% |
| YTD | +113.2% | +17.2% | +96.0% | +103.3% |
| 1Y | +135.1% | -4.2% | +139.3% | +133.3% |
| 3Y | -4.8% | +13.5% | -18.4% | -8.0% |
| All | -4.8% | +11.7% | -16.6% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling