+295.3%
ESI vs PFG
+247.4%
+47.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -5.0% |
| 7D | -2.3% | -3.0% | +0.7% | -0.6% |
| 30D | -9.0% | +2.5% | -11.5% | -10.6% |
| 3M | -13.3% | +6.1% | -19.3% | -17.1% |
| 6M | +5.3% | +31.3% | -26.0% | -11.9% |
| YTD | +37.6% | +33.6% | +4.1% | +13.5% |
| 1Y | +33.6% | +48.5% | -14.9% | +3.2% |
| 3Y | +75.8% | +69.6% | +6.2% | +24.5% |
| 5Y | +68.6% | +111.5% | -42.9% | +3.5% |
| All | +295.3% | +247.4% | +47.9% | +57.4% |
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