+87.9%
PSX vs ESTC
+0.3%
+87.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.8% |
| 7D | -8.0% | -1.2% | -6.8% | -8.0% |
| 30D | -9.0% | -8.1% | -0.9% | -8.8% |
| 3M | +24.7% | +20.2% | +4.6% | +23.4% |
| 6M | +49.3% | +72.7% | -23.4% | +45.9% |
| YTD | +100.2% | +19.6% | +80.5% | +96.3% |
| All | +87.9% | +0.3% | +87.6% | +87.1% |
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 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