+319.5%
PM vs ESI
+207.0%
+112.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.6% |
| 7D | -7.1% | +1.8% | -8.9% | -7.3% |
| 30D | -2.8% | -6.6% | +3.8% | -2.2% |
| 3M | +6.3% | -9.4% | +15.7% | +7.1% |
| 6M | +9.6% | -24.1% | +33.8% | +12.1% |
| YTD | +25.6% | +37.1% | -11.5% | +17.4% |
| 1Y | +29.7% | +24.5% | +5.1% | +22.7% |
| 3Y | +147.6% | +83.2% | +64.4% | +116.5% |
| 5Y | +160.1% | +44.0% | +116.2% | +133.1% |
| 10Y | +260.9% | +332.8% | -71.9% | +168.1% |
| All | +319.5% | +207.0% | +112.5% | +222.4% |
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