+286.6%
PM vs ESI
+224.6%
+62.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.3% |
| 7D | -4.9% | +3.3% | -8.2% | -5.3% |
| 30D | -3.4% | -5.9% | +2.5% | -2.8% |
| 3M | +5.2% | -14.1% | +19.3% | +6.4% |
| 6M | +3.7% | +6.6% | -2.9% | +1.2% |
| YTD | +15.8% | +45.0% | -29.3% | +7.9% |
| 1Y | +17.4% | +41.5% | -24.1% | +9.4% |
| 3Y | +116.9% | +78.8% | +38.2% | +91.5% |
| 5Y | +117.3% | +70.9% | +46.4% | +90.5% |
| 10Y | +193.8% | +317.1% | -123.3% | +118.8% |
| All | +286.6% | +224.6% | +62.0% | +196.3% |
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