+763.1%
PM vs ES
+451.5%
+311.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -3.4% | -2.0% | -1.4% | -2.6% |
| 3M | +5.2% | +1.7% | +3.5% | +4.5% |
| 6M | +3.7% | -3.5% | +7.3% | +5.0% |
| YTD | +15.8% | +7.9% | +7.9% | +11.8% |
| 1Y | +17.4% | +17.2% | +0.2% | +8.5% |
| 3Y | +116.9% | +29.3% | +87.6% | +88.3% |
| 5Y | +117.3% | -5.7% | +123.1% | +113.5% |
| 10Y | +193.8% | +85.2% | +108.5% | +102.8% |
| All | +763.1% | +451.5% | +311.6% | +241.1% |
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 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