+308.2%
PBR vs ESI
+200.4%
+107.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.5% |
| 7D | -3.7% | +8.3% | -12.0% | -7.2% |
| 30D | -29.0% | -10.4% | -18.6% | -26.2% |
| 3M | +4.9% | -13.2% | +18.1% | +9.5% |
| 6M | -8.4% | -23.9% | +15.5% | -1.2% |
| YTD | +59.4% | +34.2% | +25.2% | +28.3% |
| 1Y | +45.5% | +22.2% | +23.3% | +21.7% |
| 3Y | +67.4% | +79.2% | -11.8% | +9.6% |
| 5Y | +453.0% | +38.1% | +414.8% | +292.6% |
| 10Y | +555.9% | +323.6% | +232.4% | +136.0% |
| All | +308.2% | +200.4% | +107.8% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling