+575.8%
PBR vs ESI
+318.1%
+257.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -1.0% | +5.5% | -6.5% | -3.3% |
| 30D | -29.3% | -7.8% | -21.5% | -27.5% |
| 3M | +5.5% | -15.0% | +20.5% | +10.8% |
| 6M | -2.9% | -24.9% | +22.0% | +5.0% |
| YTD | +61.5% | +33.2% | +28.2% | +30.7% |
| 1Y | +46.9% | +24.9% | +21.9% | +21.8% |
| 3Y | +66.4% | +77.8% | -11.3% | +8.7% |
| 5Y | +460.3% | +37.1% | +423.2% | +300.7% |
| All | +575.8% | +318.1% | +257.7% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling