+29.1%
PTEN vs ESTC
-52.1%
+81.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.3% | +2.5% |
| 7D | -14.5% | -3.6% | -10.9% | -13.9% |
| 30D | -11.1% | -11.2% | 0.0% | -9.4% |
| 3M | -7.8% | +14.3% | -22.1% | -10.9% |
| 6M | -10.5% | +67.0% | -77.5% | -20.1% |
| YTD | +69.3% | +15.7% | +53.6% | +60.3% |
| 1Y | +70.5% | -6.3% | +76.8% | +68.1% |
| 3Y | -7.1% | +14.5% | -21.6% | -15.2% |
| 5Y | +29.1% | -49.9% | +79.0% | +20.3% |
| All | +29.1% | -52.1% | +81.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling