+208.0%
ESI vs PSLV
+134.5%
+73.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.3% | +0.8% | -3.3% |
| 7D | -2.3% | -4.9% | +2.6% | -1.3% |
| 30D | -9.0% | -1.9% | -7.2% | -8.7% |
| 3M | -13.3% | +4.2% | -17.4% | -14.2% |
| 6M | +5.3% | -27.6% | +32.9% | +11.7% |
| YTD | +37.6% | -11.7% | +49.3% | +36.9% |
| 1Y | +33.6% | +49.3% | -15.7% | +18.1% |
| 3Y | +75.8% | +167.1% | -91.4% | +35.8% |
| 5Y | +68.6% | +151.7% | -83.1% | +29.4% |
| 10Y | +301.8% | +187.0% | +114.8% | +185.6% |
| All | +208.0% | +134.5% | +73.6% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling