+147.8%
PR vs ES
+85.5%
+62.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -6.9% | -4.4% |
| 7D | -16.5% | +5.9% | -22.5% | -15.3% |
| 30D | -4.5% | +10.2% | -14.7% | -2.1% |
| 3M | +8.5% | +0.4% | +8.1% | +8.9% |
| 6M | -3.3% | +6.9% | -10.2% | -1.4% |
| YTD | +55.7% | +10.5% | +45.2% | +60.3% |
| 1Y | +82.0% | +3.2% | +78.8% | +84.6% |
| 3Y | +62.5% | +49.0% | +13.4% | +84.6% |
| 5Y | +223.9% | +4.5% | +219.4% | +219.6% |
| 10Y | +64.2% | +92.3% | -28.1% | +132.8% |
| All | +147.8% | +85.5% | +62.3% | +255.5% |
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 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