+223.9%
PR vs ES
+5.0%
+219.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -6.9% | -5.1% |
| 7D | -16.5% | +5.9% | -22.5% | -17.2% |
| 30D | -4.5% | +10.2% | -14.7% | -5.9% |
| 3M | +8.5% | +0.4% | +8.1% | +8.4% |
| 6M | -3.3% | +6.9% | -10.2% | -4.6% |
| YTD | +55.7% | +10.5% | +45.2% | +52.4% |
| 1Y | +82.0% | +3.2% | +78.8% | +79.8% |
| 3Y | +62.5% | +49.0% | +13.4% | +46.7% |
| 5Y | +223.9% | +4.5% | +219.4% | +203.3% |
| All | +223.9% | +5.0% | +219.0% | +203.3% |
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 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