-84.9%
PSKY vs ESTC
+31.1%
-115.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.7% | +0.8% | -3.3% |
| 7D | -24.6% | -6.6% | -18.0% | -23.1% |
| 30D | -36.1% | +7.8% | -43.9% | -37.6% |
| 3M | -53.8% | -1.4% | -52.4% | -51.6% |
| 6M | -53.8% | -1.4% | -52.4% | -51.6% |
| YTD | -53.8% | -1.4% | -52.4% | -51.6% |
| 1Y | -58.4% | +13.9% | -72.3% | -57.7% |
| 3Y | -40.7% | +16.1% | -56.7% | -44.5% |
| 5Y | -80.0% | -46.6% | -33.4% | -79.5% |
| All | -84.9% | +31.1% | -115.9% | -89.8% |
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