+28.9%
PM vs ESI
+19.1%
+9.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -1.8% |
| 7D | -7.3% | -3.5% | -3.8% | -7.6% |
| 30D | -4.0% | -9.3% | +5.2% | -5.1% |
| 3M | +2.7% | -12.8% | +15.5% | +1.3% |
| 6M | +14.9% | -24.6% | +39.5% | +12.4% |
| YTD | +23.5% | +32.7% | -9.2% | +21.6% |
| All | +28.9% | +19.1% | +9.8% | +26.1% |
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