+194.4%
PSX vs ESTC
+31.2%
+163.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.7% |
| 7D | +4.5% | -8.1% | +12.6% | +5.4% |
| 30D | +26.6% | +31.7% | -5.1% | +22.2% |
| 3M | +39.3% | +41.1% | -1.8% | +33.1% |
| 6M | +56.8% | +77.1% | -20.3% | +45.4% |
| YTD | +101.8% | +21.7% | +80.1% | +94.5% |
| 1Y | +99.6% | +8.4% | +91.2% | +94.1% |
| 3Y | +140.3% | +23.6% | +116.7% | +121.5% |
| 5Y | +339.3% | -46.5% | +385.8% | +340.1% |
| All | +194.4% | +31.2% | +163.3% | +99.3% |
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