+195.2%
ESI vs PFG
+294.7%
-99.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -1.0% |
| 7D | -6.6% | +3.0% | -9.6% | -8.4% |
| 30D | -9.8% | +8.2% | -18.0% | -14.5% |
| 3M | -11.9% | +2.7% | -14.6% | -14.2% |
| 6M | -25.1% | +17.2% | -42.3% | -33.8% |
| YTD | +31.9% | +34.8% | -2.9% | +6.2% |
| 1Y | +19.2% | +43.6% | -24.4% | -7.9% |
| 3Y | +76.2% | +85.4% | -9.3% | +14.3% |
| 5Y | +39.4% | +102.2% | -62.8% | -16.0% |
| 10Y | +304.9% | +190.2% | +114.7% | +75.3% |
| All | +195.2% | +294.7% | -99.5% | -0.1% |
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