+74.8%
PBR vs ESI
+34.0%
+40.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.6% | +2.0% |
| 7D | +4.2% | -2.3% | +6.6% | +4.2% |
| 30D | +22.7% | -9.0% | +31.8% | +22.6% |
| 3M | +21.5% | -13.3% | +34.8% | +21.3% |
| 6M | +24.0% | +5.3% | +18.7% | +22.4% |
| YTD | +88.2% | +37.6% | +50.6% | +80.9% |
| 1Y | +74.8% | +33.6% | +41.2% | +68.3% |
| All | +74.8% | +34.0% | +40.8% | +68.3% |
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