+283.2%
PSX vs ESI
+42.9%
+240.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.2% | +1.8% |
| 7D | -8.0% | -3.5% | -4.5% | -7.3% |
| 30D | -9.0% | -9.3% | +0.2% | -7.2% |
| 3M | +24.7% | -12.8% | +37.5% | +28.0% |
| 6M | +49.3% | -24.6% | +73.9% | +56.9% |
| YTD | +100.2% | +32.7% | +67.4% | +71.9% |
| 1Y | +88.8% | +20.3% | +68.5% | +67.6% |
| 3Y | +152.5% | +80.2% | +72.3% | +89.9% |
| 5Y | +283.2% | +40.0% | +243.3% | +210.0% |
| All | +283.2% | +42.9% | +240.3% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling