+312.6%
PM vs ESI
+197.1%
+115.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.0% |
| 7D | -7.3% | -3.5% | -3.8% | -7.0% |
| 30D | -4.0% | -9.3% | +5.2% | -3.1% |
| 3M | +2.7% | -12.8% | +15.5% | +4.0% |
| 6M | +14.9% | -24.6% | +39.5% | +17.5% |
| YTD | +23.5% | +32.7% | -9.2% | +15.9% |
| 1Y | +30.4% | +20.3% | +10.1% | +23.9% |
| 3Y | +143.2% | +80.2% | +63.0% | +113.0% |
| 5Y | +159.5% | +40.0% | +119.5% | +133.2% |
| 10Y | +234.7% | +310.8% | -76.1% | +149.9% |
| All | +312.6% | +197.1% | +115.4% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling