+852.8%
PM vs ES
+464.9%
+388.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.5% |
| 7D | -3.4% | +5.9% | -9.3% | -5.6% |
| 30D | +5.8% | +10.2% | -4.4% | +1.7% |
| 3M | +6.7% | +0.4% | +6.2% | +6.3% |
| 6M | +19.9% | +6.9% | +13.0% | +16.5% |
| YTD | +27.8% | +10.5% | +17.3% | +22.0% |
| 1Y | +39.4% | +3.2% | +36.2% | +36.1% |
| 3Y | +146.9% | +49.0% | +97.8% | +101.9% |
| 5Y | +166.6% | +4.5% | +162.2% | +150.4% |
| 10Y | +242.1% | +92.3% | +149.8% | +132.1% |
| All | +852.8% | +464.9% | +388.0% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling