+210.6%
PWR vs ESTC
+11.7%
+198.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.6% |
| 7D | +4.5% | -4.3% | +8.8% | +4.8% |
| 30D | -4.9% | +17.7% | -22.6% | -6.7% |
| 3M | -7.9% | +42.3% | -50.2% | -11.4% |
| 6M | +18.3% | +64.6% | -46.2% | +11.3% |
| YTD | +51.5% | +17.2% | +34.3% | +48.8% |
| 1Y | +70.3% | -4.2% | +74.5% | +72.2% |
| 3Y | +210.6% | +13.5% | +197.1% | +212.3% |
| All | +210.6% | +11.7% | +198.9% | +212.3% |
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 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