+99.6%
PSX vs ESI
+44.5%
+55.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.2% |
| 7D | +4.5% | +3.3% | +1.2% | +4.6% |
| 30D | +26.6% | -5.9% | +32.5% | +26.5% |
| 3M | +39.3% | -14.1% | +53.4% | +38.8% |
| 6M | +56.8% | +6.6% | +50.2% | +55.6% |
| YTD | +101.8% | +45.0% | +56.8% | +88.5% |
| 1Y | +99.6% | +41.5% | +58.2% | +86.8% |
| All | +99.6% | +44.5% | +55.1% | +86.8% |
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