+234.7%
PM vs ESI
+323.5%
-88.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.1% |
| 7D | -7.3% | -3.5% | -3.8% | -6.9% |
| 30D | -4.0% | -9.3% | +5.2% | -2.9% |
| 3M | +2.7% | -12.8% | +15.5% | +4.3% |
| 6M | +14.9% | -24.6% | +39.5% | +18.2% |
| YTD | +23.5% | +32.7% | -9.2% | +13.1% |
| 1Y | +30.4% | +20.3% | +10.1% | +21.4% |
| 3Y | +143.2% | +80.2% | +63.0% | +100.7% |
| 5Y | +159.5% | +40.0% | +119.5% | +123.0% |
| 10Y | +234.7% | +310.8% | -76.1% | +111.0% |
| All | +234.7% | +323.5% | -88.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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