+104.9%
PSX vs ESTC
+0.7%
+104.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.7% |
| 7D | +2.8% | -4.3% | +7.1% | +2.9% |
| 30D | +27.8% | +17.7% | +10.0% | +27.1% |
| 3M | +42.0% | +42.3% | -0.3% | +40.8% |
| 6M | +58.1% | +64.6% | -6.4% | +56.0% |
| YTD | +105.0% | +17.2% | +87.8% | +100.7% |
| 1Y | +104.9% | -4.2% | +109.1% | +99.5% |
| All | +104.9% | +0.7% | +104.2% | +99.5% |
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