-70.3%
PSKY vs ESTC
-47.2%
-23.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.1% |
| 7D | +2.4% | -4.3% | +6.7% | +3.0% |
| 30D | +17.5% | +17.7% | -0.2% | +13.7% |
| 3M | +4.4% | +42.3% | -37.8% | -2.4% |
| 6M | -9.0% | +64.6% | -73.6% | -17.6% |
| YTD | -18.6% | +17.2% | -35.8% | -22.3% |
| 1Y | -27.7% | -4.2% | -23.5% | -28.8% |
| 3Y | -16.9% | +13.5% | -30.4% | -27.3% |
| 5Y | -70.3% | -45.5% | -24.7% | -74.0% |
| All | -70.3% | -47.2% | -23.1% | -74.0% |
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