-30.2%
PSKY vs ESTC
-8.5%
-21.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.1% | +1.7% |
| 7D | -6.0% | -13.2% | +7.2% | -5.6% |
| 30D | +10.7% | +9.3% | +1.3% | +10.6% |
| 3M | +1.2% | +37.3% | -36.2% | +1.2% |
| 6M | +1.5% | +61.0% | -59.5% | +2.2% |
| YTD | -21.8% | +10.7% | -32.4% | -23.3% |
| 1Y | -30.2% | -7.2% | -23.0% | -29.5% |
| All | -30.2% | -8.5% | -21.6% | -29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling