+260.9%
PM vs ES
+92.3%
+168.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -2.8% | +6.7% | -9.5% | -5.1% |
| 3M | +6.3% | +0.3% | +6.0% | +6.1% |
| 6M | +9.6% | +7.4% | +2.2% | +6.8% |
| YTD | +25.6% | +8.4% | +17.2% | +21.5% |
| 1Y | +29.7% | +0.6% | +29.0% | +28.2% |
| 3Y | +147.6% | +50.6% | +96.9% | +106.1% |
| 5Y | +160.1% | +4.8% | +155.3% | +146.6% |
| 10Y | +260.9% | +93.1% | +167.8% | +161.1% |
| All | +260.9% | +92.3% | +168.6% | +161.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling