+192.0%
PSX vs ESTC
+28.9%
+163.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.4% |
| 7D | -8.0% | -1.2% | -6.8% | -7.9% |
| 30D | -9.0% | -8.1% | -0.9% | -8.3% |
| 3M | +24.7% | +20.2% | +4.6% | +21.4% |
| 6M | +49.3% | +72.7% | -23.4% | +38.9% |
| YTD | +100.2% | +19.6% | +80.5% | +92.8% |
| 1Y | +88.8% | +0.3% | +88.6% | +85.4% |
| 3Y | +152.5% | +22.8% | +129.7% | +132.7% |
| 5Y | +283.2% | -50.9% | +334.1% | +289.7% |
| All | +192.0% | +28.9% | +163.1% | +97.6% |
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 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