-77.7%
PSKY vs ESTC
+23.7%
-101.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.0% |
| 7D | -6.8% | -3.3% | -3.5% | -6.3% |
| 30D | +10.2% | +13.4% | -3.2% | +7.0% |
| 3M | +0.3% | +41.3% | -41.0% | -6.9% |
| 6M | -7.8% | +62.6% | -70.3% | -17.2% |
| YTD | -23.0% | +14.8% | -37.7% | -26.7% |
| 1Y | -31.6% | -5.1% | -26.6% | -32.9% |
| 3Y | -21.3% | +11.2% | -32.5% | -30.9% |
| 5Y | -71.5% | -47.0% | -24.5% | -72.7% |
| All | -77.7% | +23.7% | -101.4% | -85.8% |
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