+15.1%
PSA vs ESTC
-46.4%
+61.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.9% |
| 7D | -3.7% | -8.1% | +4.4% | -3.2% |
| 30D | -7.7% | +31.7% | -39.4% | -9.6% |
| 3M | -0.6% | +41.1% | -41.7% | -3.1% |
| 6M | -0.9% | +77.1% | -78.0% | -5.2% |
| YTD | +18.7% | +21.7% | -3.0% | +16.4% |
| 1Y | +7.6% | +8.4% | -0.7% | +6.2% |
| 3Y | +23.7% | +23.6% | 0.0% | +16.3% |
| All | +15.1% | -46.4% | +61.5% | +4.4% |
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