+150.0%
PM vs ESI
+79.1%
+71.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.1% |
| 7D | +0.5% | +5.5% | -5.0% | +0.9% |
| 30D | -3.2% | -7.8% | +4.5% | -3.7% |
| 3M | +6.2% | -15.0% | +21.2% | +5.4% |
| 6M | +7.7% | -24.9% | +32.6% | +6.6% |
| YTD | +27.3% | +33.2% | -6.0% | +26.1% |
| 1Y | +32.8% | +24.9% | +7.8% | +31.5% |
| 3Y | +150.0% | +77.8% | +72.3% | +132.9% |
| All | +150.0% | +79.1% | +71.0% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling