+76.2%
ESI vs PFG
+110.7%
-34.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.5% |
| 7D | +5.4% | +6.0% | -0.6% | +1.1% |
| 30D | -4.2% | +2.2% | -6.4% | -5.8% |
| 3M | -9.6% | +10.4% | -20.0% | -16.5% |
| 6M | +18.3% | +27.8% | -9.5% | -1.5% |
| YTD | +45.8% | +33.6% | +12.2% | +17.1% |
| 1Y | +39.2% | +49.3% | -10.1% | +3.3% |
| 3Y | +86.3% | +69.7% | +16.5% | +25.0% |
| 5Y | +76.2% | +111.3% | -35.1% | -2.4% |
| All | +76.2% | +110.7% | -34.5% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling