+46.9%
PM vs ES
-1.6%
+48.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.0% |
| 7D | +4.3% | +5.3% | -1.1% | +2.8% |
| 30D | +11.5% | +8.9% | +2.6% | +9.1% |
| 3M | +13.0% | -1.9% | +15.0% | +13.4% |
| 6M | +25.9% | +3.9% | +22.0% | +25.0% |
| YTD | +34.0% | +8.3% | +25.7% | +32.6% |
| 1Y | +46.9% | -0.1% | +47.0% | +45.7% |
| All | +46.9% | -1.6% | +48.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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