+169.5%
PR vs ES
+81.1%
+88.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.7% |
| 7D | +2.9% | +0.3% | +2.6% | +3.0% |
| 30D | +18.0% | -2.0% | +20.0% | +17.5% |
| 3M | +16.9% | +1.7% | +15.2% | +17.5% |
| 6M | +28.2% | -3.5% | +31.7% | +27.5% |
| YTD | +69.3% | +7.9% | +61.4% | +73.0% |
| 1Y | +69.5% | +17.2% | +52.3% | +77.6% |
| 3Y | +81.7% | +29.3% | +52.4% | +95.6% |
| 5Y | +422.2% | -5.7% | +428.0% | +388.8% |
| 10Y | +110.4% | +85.2% | +25.2% | +196.1% |
| All | +169.5% | +81.1% | +88.4% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling