+1,846.9%
PWR vs ESTC
+19.3%
+1,827.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.7% |
| 7D | -0.2% | -13.2% | +12.9% | +2.1% |
| 30D | -7.7% | +9.3% | -17.1% | -9.9% |
| 3M | -4.9% | +37.3% | -42.3% | -11.1% |
| 6M | +9.7% | +61.0% | -51.3% | -1.4% |
| YTD | +46.7% | +10.7% | +36.0% | +40.3% |
| 1Y | +58.7% | -7.2% | +65.9% | +56.4% |
| 3Y | +200.7% | +7.2% | +193.5% | +173.3% |
| 5Y | +438.6% | -47.7% | +486.3% | +428.7% |
| All | +1,846.9% | +19.3% | +1,827.7% | +1,265.5% |
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