+147.8%
PR vs ESI
+268.5%
-120.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.0% | +3.2% | -0.9% |
| 7D | -16.5% | -13.1% | -3.4% | -10.6% |
| 30D | -4.5% | -18.5% | +14.0% | +5.1% |
| 3M | +8.5% | -19.6% | +28.1% | +18.8% |
| 6M | -3.3% | -29.8% | +26.5% | +9.9% |
| YTD | +55.7% | +23.9% | +31.8% | +24.5% |
| 1Y | +82.0% | +15.0% | +67.1% | +51.0% |
| 3Y | +62.5% | +64.3% | -1.9% | +5.4% |
| 5Y | +223.9% | +26.3% | +197.6% | +138.6% |
| 10Y | +64.2% | +321.7% | -257.5% | -20.2% |
| All | +147.8% | +268.5% | -120.7% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling