+415.3%
PR vs ES
-5.6%
+420.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +18.0% | -2.0% | +20.0% | +18.3% |
| 3M | +16.9% | +1.7% | +15.2% | +16.4% |
| 6M | +28.2% | -3.5% | +31.7% | +28.6% |
| YTD | +69.3% | +7.9% | +61.4% | +66.4% |
| 1Y | +69.5% | +17.2% | +52.3% | +63.0% |
| 3Y | +81.7% | +29.3% | +52.4% | +68.7% |
| All | +415.3% | -5.6% | +420.9% | +410.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling