-76.3%
PSKY vs ESTC
+31.2%
-107.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | -0.2% | -8.1% | +7.9% | +1.3% |
| 30D | +24.0% | +31.7% | -7.7% | +16.9% |
| 3M | +2.2% | +41.1% | -38.9% | -5.1% |
| 6M | -9.0% | +77.1% | -86.0% | -19.6% |
| YTD | -18.1% | +21.7% | -39.8% | -23.0% |
| 1Y | -25.1% | +8.4% | -33.5% | -28.5% |
| 3Y | -16.3% | +23.6% | -40.0% | -28.2% |
| 5Y | -70.4% | -46.5% | -23.9% | -71.7% |
| All | -76.3% | +31.2% | -107.5% | -85.1% |
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