+386.6%
PSX vs ESI
+308.3%
+78.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.8% | +3.9% | -2.1% | +0.4% |
| 30D | +21.6% | -3.8% | +25.4% | +23.0% |
| 3M | +46.5% | -13.1% | +59.6% | +51.3% |
| 6M | +62.0% | +11.3% | +50.7% | +48.5% |
| YTD | +106.3% | +44.1% | +62.2% | +67.6% |
| 1Y | +103.0% | +40.3% | +62.6% | +65.5% |
| 3Y | +135.5% | +84.1% | +51.5% | +65.8% |
| 5Y | +368.5% | +75.8% | +292.7% | +222.7% |
| 10Y | +386.6% | +320.7% | +65.8% | +122.1% |
| All | +386.6% | +308.3% | +78.3% | +122.1% |
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 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