+318.5%
ESI vs PFG
+184.0%
+134.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +5.5% | +2.4% | +3.1% | +4.0% |
| 30D | -7.8% | +5.9% | -13.6% | -11.1% |
| 3M | -15.0% | -0.4% | -14.6% | -15.5% |
| 6M | -24.9% | +14.8% | -39.7% | -32.3% |
| YTD | +33.2% | +31.9% | +1.3% | +10.1% |
| 1Y | +24.9% | +38.8% | -13.9% | +0.1% |
| 3Y | +77.8% | +82.4% | -4.6% | +19.9% |
| 5Y | +37.1% | +94.7% | -57.6% | -12.1% |
| All | +318.5% | +184.0% | +134.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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