+297.3%
ESI vs PSLV
+190.6%
+106.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.6% | -3.5% | -1.2% | -3.9% |
| 30D | -10.5% | -2.1% | -8.4% | -10.1% |
| 3M | -19.8% | -1.6% | -18.2% | -19.8% |
| 6M | +5.8% | -25.5% | +31.3% | +11.8% |
| YTD | +38.3% | -11.4% | +49.7% | +37.3% |
| 1Y | +31.5% | +48.6% | -17.1% | +15.2% |
| 3Y | +80.7% | +166.9% | -86.2% | +36.9% |
| 5Y | +69.4% | +152.4% | -83.0% | +27.1% |
| All | +297.3% | +190.6% | +106.7% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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