+9.1%
PSLV vs ESTC
+1.6%
+7.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +6.0% |
| 7D | -2.6% | -15.9% | +13.2% | -2.4% |
| 30D | -14.2% | -5.5% | -8.6% | -14.0% |
| 3M | -12.2% | +26.2% | -38.5% | -11.9% |
| 6M | -28.1% | +77.0% | -105.1% | -27.4% |
| YTD | -28.2% | +18.9% | -47.1% | -23.7% |
| 1Y | +9.1% | +1.3% | +7.8% | +19.6% |
| All | +9.1% | +1.6% | +7.6% | +19.6% |
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