+70.6%
PR vs ESI
+23.9%
+46.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.8% |
| 7D | -0.5% | +1.8% | -2.3% | -0.5% |
| 30D | -4.6% | -6.6% | +2.0% | -4.9% |
| 3M | +4.7% | -9.4% | +14.0% | +4.6% |
| 6M | +12.4% | -24.1% | +36.6% | +12.7% |
| YTD | +62.9% | +37.1% | +25.7% | +56.5% |
| 1Y | +70.6% | +24.5% | +46.0% | +65.8% |
| All | +70.6% | +23.9% | +46.7% | +65.8% |
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