+69.6%
PBR vs ESI
+44.5%
+25.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.8% |
| 7D | +8.6% | +3.3% | +5.3% | +8.7% |
| 30D | +12.8% | -5.9% | +18.7% | +12.8% |
| 3M | +14.7% | -14.1% | +28.8% | +14.6% |
| 6M | +25.2% | +6.6% | +18.6% | +24.1% |
| YTD | +77.1% | +45.0% | +32.1% | +71.0% |
| 1Y | +69.6% | +41.5% | +28.1% | +64.9% |
| All | +69.6% | +44.5% | +25.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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