+234.7%
PM vs ES
+82.6%
+152.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -7.3% | -0.1% | -7.2% | -7.3% |
| 30D | -4.0% | +5.7% | -9.7% | -5.9% |
| 3M | +2.7% | -2.8% | +5.5% | +3.7% |
| 6M | +14.9% | +7.0% | +7.9% | +12.0% |
| YTD | +23.5% | +6.8% | +16.8% | +20.1% |
| 1Y | +30.4% | -0.5% | +30.8% | +29.4% |
| 3Y | +143.2% | +47.2% | +96.0% | +104.1% |
| 5Y | +159.5% | +2.3% | +157.2% | +148.2% |
| 10Y | +234.7% | +85.6% | +149.0% | +140.7% |
| All | +234.7% | +82.6% | +152.1% | +140.7% |
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 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