+1.6%
PG vs ESI
+74.1%
-72.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.8% | -4.6% | +3.8% | -0.8% |
| 30D | +0.8% | -10.5% | +11.3% | +0.8% |
| 3M | -1.3% | -19.8% | +18.5% | -1.6% |
| 6M | -3.8% | +5.8% | -9.6% | -4.7% |
| YTD | +3.6% | +38.3% | -34.7% | +2.3% |
| 1Y | -5.7% | +31.5% | -37.2% | -6.9% |
| 3Y | +1.6% | +80.7% | -79.1% | -1.2% |
| All | +1.6% | +74.1% | -72.5% | -1.2% |
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