+317.0%
PSLV vs ESTC
+23.7%
+293.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.5% |
| 7D | +3.3% | -3.3% | +6.7% | +3.5% |
| 30D | +2.1% | +13.4% | -11.3% | +1.2% |
| 3M | +7.1% | +41.3% | -34.2% | +4.6% |
| 6M | -21.6% | +62.6% | -84.2% | -24.2% |
| YTD | -6.7% | +14.8% | -21.5% | -8.0% |
| 1Y | +59.3% | -5.1% | +64.3% | +58.8% |
| 3Y | +182.1% | +11.2% | +170.9% | +173.1% |
| 5Y | +162.6% | -47.0% | +209.6% | +160.1% |
| All | +317.0% | +23.7% | +293.3% | +274.2% |
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