+78.7%
PR vs ESI
+323.9%
-245.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +0.5% |
| 7D | -0.5% | +1.8% | -2.3% | -1.7% |
| 30D | -4.6% | -6.6% | +2.0% | -1.6% |
| 3M | +4.7% | -9.4% | +14.0% | +8.3% |
| 6M | +12.4% | -24.1% | +36.6% | +24.6% |
| YTD | +62.9% | +37.1% | +25.7% | +17.3% |
| 1Y | +70.6% | +24.5% | +46.0% | +30.1% |
| 3Y | +90.0% | +83.2% | +6.9% | +4.9% |
| 5Y | +255.5% | +44.0% | +211.6% | +125.4% |
| 10Y | +78.7% | +332.8% | -254.1% | -37.1% |
| All | +78.7% | +323.9% | -245.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling