+79.3%
PR vs ESI
+79.8%
-0.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.4% |
| 7D | +2.9% | +3.3% | -0.4% | +2.0% |
| 30D | +18.0% | -5.9% | +23.9% | +19.7% |
| 3M | +16.9% | -14.1% | +31.0% | +20.1% |
| 6M | +28.2% | +6.6% | +21.6% | +19.4% |
| YTD | +69.3% | +45.0% | +24.3% | +35.7% |
| 1Y | +69.5% | +41.5% | +28.0% | +36.0% |
| All | +79.3% | +79.8% | -0.5% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling