+208.8%
PM vs ESI
+310.7%
-101.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.9% |
| 7D | +1.9% | -2.3% | +4.2% | +2.2% |
| 30D | +1.9% | -9.0% | +10.9% | +3.2% |
| 3M | +4.6% | -13.3% | +17.8% | +5.8% |
| 6M | +11.7% | +5.3% | +6.4% | +8.1% |
| YTD | +20.4% | +37.6% | -17.3% | +10.4% |
| 1Y | +19.0% | +33.6% | -14.7% | +9.1% |
| 3Y | +130.4% | +75.8% | +54.6% | +93.6% |
| 5Y | +131.5% | +68.6% | +62.9% | +92.2% |
| All | +208.8% | +310.7% | -101.9% | +99.7% |
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