+296.0%
PSLV vs ESTC
+19.1%
+276.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.5% | -9.2% | +5.7% | -2.9% |
| 30D | -2.1% | +8.1% | -10.2% | -2.8% |
| 3M | -1.6% | +38.5% | -40.1% | -3.8% |
| 6M | -25.5% | +57.8% | -83.3% | -27.8% |
| YTD | -11.4% | +10.5% | -22.0% | -12.4% |
| 1Y | +48.6% | -6.4% | +54.9% | +48.2% |
| 3Y | +166.9% | +4.7% | +162.2% | +159.4% |
| 5Y | +152.4% | -47.8% | +200.2% | +150.2% |
| All | +296.0% | +19.1% | +276.9% | +256.1% |
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 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