+168.1%
PM vs ESI
+28.5%
+139.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -5.2% | -8.5% | +3.3% | -5.0% |
| 30D | +2.7% | -15.7% | +18.4% | +3.2% |
| 3M | +6.1% | -18.2% | +24.4% | +6.8% |
| 6M | +18.0% | -28.8% | +46.8% | +19.3% |
| YTD | +26.6% | +26.3% | +0.3% | +20.3% |
| 1Y | +36.7% | +18.2% | +18.4% | +30.7% |
| 3Y | +146.0% | +68.1% | +77.9% | +115.1% |
| All | +168.1% | +28.5% | +139.6% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling