+166.1%
PSLV vs ESTC
+7.0%
+159.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.7% | -5.2% |
| 7D | -4.9% | -13.2% | +8.3% | -4.4% |
| 30D | -1.9% | +9.3% | -11.2% | -2.4% |
| 3M | +4.2% | +37.3% | -33.2% | +2.5% |
| 6M | -27.6% | +61.0% | -88.6% | -29.3% |
| YTD | -11.7% | +10.7% | -22.3% | -11.9% |
| 1Y | +49.3% | -7.2% | +56.5% | +50.3% |
| All | +166.1% | +7.0% | +159.1% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling