+99.0%
PBR vs ESI
+83.5%
+15.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.5% |
| 7D | +2.5% | +5.4% | -2.9% | +1.9% |
| 30D | +19.4% | -4.2% | +23.6% | +19.9% |
| 3M | +20.8% | -9.6% | +30.4% | +21.4% |
| 6M | +23.5% | +18.3% | +5.2% | +17.7% |
| YTD | +83.4% | +45.8% | +37.6% | +66.8% |
| 1Y | +77.6% | +39.2% | +38.4% | +62.5% |
| All | +99.0% | +83.5% | +15.5% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling