+165.8%
PM vs ES
+1.4%
+164.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.9% |
| 7D | -5.2% | +1.9% | -7.1% | -5.8% |
| 30D | +2.7% | +7.1% | -4.4% | +0.6% |
| 3M | +5.2% | -1.9% | +7.2% | +5.7% |
| 6M | +17.0% | +4.4% | +12.6% | +15.5% |
| YTD | +25.5% | +7.3% | +18.2% | +22.5% |
| 1Y | +35.5% | +2.1% | +33.4% | +33.7% |
| 3Y | +143.9% | +41.8% | +102.1% | +113.0% |
| All | +165.8% | +1.4% | +164.4% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling