+70.3%
PR vs ES
+87.3%
-17.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | -9.5% | +0.9% | -10.4% | -9.2% |
| 30D | -5.7% | +5.9% | -11.6% | -4.2% |
| 3M | +3.0% | -1.0% | +4.0% | +2.9% |
| 6M | +11.8% | +7.2% | +4.6% | +14.2% |
| YTD | +58.5% | +7.0% | +51.5% | +61.9% |
| 1Y | +69.9% | +0.5% | +69.4% | +71.2% |
| 3Y | +84.9% | +48.7% | +36.3% | +111.4% |
| 5Y | +246.4% | +1.9% | +244.5% | +239.8% |
| 10Y | +70.3% | +89.2% | -18.9% | +165.3% |
| All | +70.3% | +87.3% | -17.0% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling