+363.8%
PSX vs ESI
+77.4%
+286.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.8% | +5.4% | -2.6% | +1.5% |
| 30D | +27.8% | -4.2% | +32.0% | +28.9% |
| 3M | +42.0% | -9.6% | +51.6% | +43.6% |
| 6M | +58.1% | +18.3% | +39.8% | +45.0% |
| YTD | +105.0% | +45.8% | +59.2% | +73.3% |
| 1Y | +104.9% | +39.2% | +65.8% | +75.0% |
| 3Y | +134.1% | +86.3% | +47.8% | +76.7% |
| 5Y | +363.8% | +76.2% | +287.6% | +235.8% |
| All | +363.8% | +77.4% | +286.4% | +235.8% |
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 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