+72.9%
PBR vs ESI
+27.8%
+45.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.6% | -2.3% | -7.1% |
| 7D | -11.0% | -6.6% | -4.4% | -11.2% |
| 30D | -18.8% | -10.9% | -7.8% | -19.1% |
| 3M | +7.8% | -13.8% | +21.6% | +7.5% |
| 6M | -7.6% | -21.5% | +14.0% | -7.7% |
| YTD | +72.7% | +34.7% | +38.0% | +68.6% |
| 1Y | +72.9% | +24.9% | +48.1% | +70.3% |
| All | +72.9% | +27.8% | +45.1% | +70.3% |
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