+135.7%
PSA vs ESTC
+28.9%
+106.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.1% |
| 7D | +1.5% | -1.2% | +2.7% | +1.5% |
| 30D | +16.7% | -8.1% | +24.8% | +17.2% |
| 3M | +4.0% | +20.2% | -16.1% | +2.3% |
| 6M | +10.9% | +72.7% | -61.9% | +6.0% |
| YTD | +34.2% | +19.6% | +14.6% | +31.3% |
| 1Y | +26.6% | +0.3% | +26.4% | +25.4% |
| 3Y | +54.7% | +22.8% | +31.9% | +46.2% |
| 5Y | +30.0% | -50.9% | +80.9% | +26.6% |
| All | +135.7% | +28.9% | +106.7% | +99.3% |
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 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