+354.9%
PWR vs ESTC
-48.9%
+403.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.0% | +5.9% |
| 7D | -12.9% | -11.5% | -1.3% | -11.3% |
| 30D | -22.8% | -7.5% | -15.3% | -22.0% |
| 3M | -19.0% | +23.1% | -42.1% | -22.1% |
| 6M | -31.1% | +75.3% | -106.4% | -37.9% |
| YTD | +28.3% | +14.1% | +14.2% | +23.1% |
| 1Y | +22.2% | -0.6% | +22.8% | +20.0% |
| 3Y | +222.2% | +20.8% | +201.4% | +191.1% |
| All | +354.9% | -48.9% | +403.8% | +331.4% |
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