+159.7%
PG vs ESI
+226.4%
-66.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -0.4% | +5.4% | -5.8% | -0.8% |
| 30D | -0.1% | -4.2% | +4.0% | +0.1% |
| 3M | +1.1% | -9.6% | +10.7% | +1.4% |
| 6M | -3.8% | +18.3% | -22.1% | -5.8% |
| YTD | +3.8% | +45.8% | -42.0% | -0.2% |
| 1Y | -5.8% | +39.2% | -44.9% | -9.2% |
| 3Y | +3.0% | +86.3% | -83.2% | -4.3% |
| 5Y | +14.5% | +76.2% | -61.7% | +6.0% |
| 10Y | +117.8% | +306.8% | -189.0% | +84.9% |
| All | +159.7% | +226.4% | -66.7% | +132.7% |
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