+277.8%
PSX vs ESTC
-48.9%
+326.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -0.7% |
| 7D | -13.1% | -11.5% | -1.6% | -12.3% |
| 30D | -9.5% | -7.5% | -2.0% | -9.1% |
| 3M | +20.2% | +23.1% | -2.9% | +17.8% |
| 6M | +44.9% | +75.3% | -30.4% | +38.0% |
| YTD | +94.4% | +14.1% | +80.3% | +90.4% |
| 1Y | +83.1% | -0.6% | +83.6% | +81.0% |
| 3Y | +132.2% | +20.8% | +111.3% | +121.8% |
| All | +277.8% | -48.9% | +326.7% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling