+143.7%
PEG vs ESI
+310.7%
-167.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.6% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | -2.8% | -9.0% | +6.3% | -1.2% |
| 3M | -6.9% | -13.3% | +6.3% | -5.3% |
| 6M | -11.4% | +5.3% | -16.7% | -13.7% |
| YTD | -7.4% | +37.6% | -45.0% | -14.8% |
| 1Y | -8.3% | +33.6% | -41.9% | -15.4% |
| 3Y | +31.5% | +75.8% | -44.2% | +12.8% |
| 5Y | +38.0% | +68.6% | -30.6% | +17.0% |
| All | +143.7% | +310.7% | -167.0% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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