+361.6%
PSX vs ESI
+318.1%
+43.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +7.8% | +5.5% | +2.3% | +5.7% |
| 30D | -10.9% | -7.8% | -3.1% | -8.7% |
| 3M | +14.5% | -15.0% | +29.5% | +20.1% |
| 6M | +56.1% | -24.9% | +81.0% | +68.1% |
| YTD | +109.6% | +33.2% | +76.4% | +72.7% |
| 1Y | +95.5% | +24.9% | +70.6% | +65.3% |
| 3Y | +156.2% | +77.8% | +78.4% | +79.1% |
| 5Y | +310.0% | +37.1% | +272.9% | +211.2% |
| All | +361.6% | +318.1% | +43.6% | +109.4% |
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