+135.2%
PSA vs ESTC
+23.0%
+112.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.0% |
| 7D | +3.9% | -11.5% | +15.4% | +4.7% |
| 30D | +19.7% | -7.5% | +27.2% | +20.1% |
| 3M | +4.3% | +23.1% | -18.8% | +2.4% |
| 6M | +11.4% | +75.3% | -63.9% | +6.4% |
| YTD | +33.9% | +14.1% | +19.8% | +31.5% |
| 1Y | +28.3% | -0.6% | +28.9% | +27.0% |
| 3Y | +53.5% | +20.8% | +32.7% | +45.1% |
| 5Y | +30.6% | -48.8% | +79.4% | +26.7% |
| All | +135.2% | +23.0% | +112.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling