+75.8%
PR vs ESI
+16.5%
+59.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | -16.4% | -8.5% | -7.9% | -16.5% |
| 30D | -1.9% | -15.7% | +13.8% | -2.3% |
| 3M | +8.0% | -18.2% | +26.2% | +7.8% |
| 6M | +4.1% | -28.8% | +32.9% | +4.4% |
| YTD | +58.7% | +26.3% | +32.4% | +50.9% |
| 1Y | +75.8% | +18.2% | +57.6% | +69.2% |
| All | +75.8% | +16.5% | +59.3% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling