+160.5%
PR vs ES
+81.7%
+78.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.0% |
| 7D | -12.1% | +5.3% | -17.4% | -11.0% |
| 30D | +0.9% | +8.9% | -8.0% | +3.1% |
| 3M | +10.1% | -1.9% | +12.1% | +9.8% |
| 6M | +1.1% | +3.9% | -2.8% | +2.4% |
| YTD | +63.7% | +8.3% | +55.4% | +67.6% |
| 1Y | +87.0% | -0.1% | +87.2% | +88.1% |
| 3Y | +70.7% | +46.0% | +24.7% | +93.0% |
| 5Y | +246.8% | +3.1% | +243.7% | +241.7% |
| 10Y | +72.6% | +88.4% | -15.8% | +143.4% |
| All | +160.5% | +81.7% | +78.7% | +271.7% |
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