+29.7%
PM vs ESI
+18.3%
+11.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | -6.6% | -6.6% | 0.0% | -7.4% |
| 30D | -3.4% | -9.8% | +6.4% | -4.6% |
| 3M | +5.3% | -11.9% | +17.3% | +4.0% |
| 6M | +15.5% | -25.1% | +40.6% | +13.0% |
| YTD | +24.3% | +31.9% | -7.6% | +22.2% |
| 1Y | +29.7% | +19.2% | +10.5% | +26.8% |
| All | +29.7% | +18.3% | +11.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling