+224.6%
ESI vs PFG
+297.1%
-72.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.5% | +3.9% |
| 7D | +3.3% | +5.5% | -2.2% | -0.5% |
| 30D | -5.9% | +2.4% | -8.2% | -7.5% |
| 3M | -14.1% | +13.6% | -27.7% | -21.9% |
| 6M | +6.6% | +27.9% | -21.3% | -10.3% |
| YTD | +45.0% | +35.6% | +9.5% | +17.0% |
| 1Y | +41.5% | +48.5% | -7.0% | +7.4% |
| 3Y | +78.8% | +66.9% | +11.9% | +24.8% |
| 5Y | +70.9% | +111.0% | -40.1% | +0.8% |
| 10Y | +317.1% | +244.5% | +72.6% | +56.5% |
| All | +224.6% | +297.1% | -72.5% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling