+338.3%
PSX vs ESI
+306.3%
+32.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -7.8% | -6.6% | -1.2% | -5.5% |
| 30D | -9.9% | -9.8% | 0.0% | -6.9% |
| 3M | +16.9% | -11.9% | +28.9% | +21.1% |
| 6M | +48.0% | -25.1% | +73.1% | +59.4% |
| YTD | +98.3% | +31.9% | +66.5% | +64.1% |
| 1Y | +86.2% | +19.2% | +67.0% | +60.5% |
| 3Y | +144.0% | +76.2% | +67.8% | +71.2% |
| 5Y | +287.7% | +39.4% | +248.3% | +191.6% |
| 10Y | +338.3% | +304.9% | +33.4% | +96.9% |
| All | +338.3% | +306.3% | +32.0% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling