+69.9%
PR vs ESI
+64.8%
+5.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.0% | +3.2% | -2.9% |
| 7D | -16.5% | -13.1% | -3.4% | -13.6% |
| 30D | -4.5% | -18.5% | +14.0% | +0.2% |
| 3M | +8.5% | -19.6% | +28.1% | +13.9% |
| 6M | -3.3% | -29.8% | +26.5% | +4.1% |
| YTD | +55.7% | +23.9% | +31.8% | +28.4% |
| 1Y | +82.0% | +15.0% | +67.1% | +55.2% |
| All | +69.9% | +64.8% | +5.1% | +10.5% |
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